-11.1%
HD vs MPC
+84.6%
-95.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +1.0% |
| 7D | -2.1% | +5.4% | -7.5% | -0.3% |
| 30D | -8.4% | +31.0% | -39.4% | +0.4% |
| 3M | +4.3% | +46.0% | -41.7% | +19.3% |
| 6M | -11.1% | +77.3% | -88.4% | +8.2% |
| All | -11.1% | +84.6% | -95.7% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling