+248.1%
HD vs MPC
+1,165.7%
-917.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.3% |
| 7D | -0.5% | +9.4% | -9.9% | -2.1% |
| 30D | +18.5% | -13.4% | +31.9% | +21.3% |
| 3M | +2.2% | +18.9% | -16.7% | -1.8% |
| 6M | +13.8% | +64.9% | -51.1% | +2.1% |
| YTD | +3.4% | +156.8% | -153.4% | -16.4% |
| 1Y | -3.5% | +113.2% | -116.7% | -18.9% |
| 3Y | +29.0% | +201.8% | -172.8% | -1.8% |
| 5Y | +6.1% | +601.4% | -595.3% | -34.9% |
| All | +248.1% | +1,165.7% | -917.5% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling