+254.2%
HD vs MPC
+1,096.9%
-842.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +4.3% | -16.2% | +20.5% | +7.5% |
| 30D | +20.2% | -15.7% | +35.9% | +23.6% |
| 3M | -1.0% | +24.9% | -25.9% | -5.9% |
| 6M | +7.9% | +52.7% | -44.7% | -1.9% |
| YTD | +2.0% | +131.9% | -129.9% | -16.0% |
| 1Y | -4.3% | +96.6% | -100.9% | -18.4% |
| 3Y | +25.9% | +163.8% | -137.8% | -1.6% |
| 5Y | +5.8% | +533.1% | -527.3% | -33.9% |
| All | +254.2% | +1,096.9% | -842.7% | +81.9% |
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