-4.6%
HD vs MPC
+122.9%
-127.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -8.1% | +14.6% | +4.7% |
| 7D | +11.9% | -10.9% | +22.8% | +9.4% |
| 30D | +26.4% | -9.4% | +35.8% | +24.2% |
| 3M | +2.8% | +26.0% | -23.1% | +8.6% |
| 6M | +15.5% | +56.5% | -41.0% | +27.6% |
| YTD | +5.5% | +144.3% | -138.7% | +18.8% |
| 1Y | -4.6% | +117.2% | -121.8% | +6.5% |
| All | -4.6% | +122.9% | -127.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling