-2.6%
HD vs MPC
+113.7%
-116.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.2% |
| 7D | +1.5% | +11.2% | -9.7% | +3.7% |
| 30D | +18.0% | -14.5% | +32.5% | +14.6% |
| 3M | +2.8% | +16.7% | -13.9% | +6.6% |
| 6M | +17.0% | +67.6% | -50.6% | +31.0% |
| YTD | +3.5% | +157.9% | -154.4% | +17.5% |
| 1Y | -2.6% | +116.7% | -119.2% | +9.1% |
| All | -2.6% | +113.7% | -116.3% | +9.1% |
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 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