+10.8%
HD vs MPC
+645.9%
-635.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -2.1% | +5.4% | -7.5% | -2.6% |
| 30D | -8.4% | +31.0% | -39.4% | -11.0% |
| 3M | +4.3% | +46.0% | -41.7% | -0.1% |
| 6M | -11.1% | +77.3% | -88.4% | -17.6% |
| YTD | -4.7% | +141.9% | -146.6% | -16.2% |
| 1Y | -19.8% | +120.9% | -140.7% | -28.7% |
| 3Y | +4.1% | +182.7% | -178.6% | -13.0% |
| All | +10.8% | +645.9% | -635.1% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling