-3.5%
HD vs MPC
+107.1%
-110.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | +0.8% |
| 7D | -1.2% | +2.6% | -3.7% | -0.7% |
| 30D | +20.9% | -12.2% | +33.1% | +17.9% |
| 3M | -0.2% | +20.1% | -20.2% | +4.1% |
| 6M | +14.5% | +60.6% | -46.1% | +26.9% |
| YTD | +4.3% | +150.6% | -146.3% | +16.9% |
| 1Y | -3.5% | +104.7% | -108.1% | +7.2% |
| All | -3.5% | +107.1% | -110.5% | +7.2% |
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