+1,327.5%
HD vs MPC
+2,885.5%
-1,558.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.8% |
| 7D | +6.4% | -12.8% | +19.1% | +8.9% |
| 30D | +22.1% | -12.7% | +34.8% | +24.8% |
| 3M | -0.2% | +27.1% | -27.2% | -5.6% |
| 6M | +12.6% | +45.8% | -33.2% | +3.0% |
| YTD | +3.9% | +134.7% | -130.8% | -14.7% |
| 1Y | -3.7% | +106.0% | -109.8% | -18.9% |
| 3Y | +27.9% | +165.5% | -137.6% | -0.1% |
| 5Y | +7.8% | +540.9% | -533.1% | -32.2% |
| 10Y | +269.4% | +1,133.6% | -864.3% | +81.9% |
| All | +1,327.5% | +2,885.5% | -1,558.0% | +429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling