+25.0%
HL vs MPC
+122.9%
-97.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -8.1% | +21.3% | +11.9% |
| 7D | +0.2% | -10.9% | +11.1% | -1.1% |
| 30D | -12.1% | -9.4% | -2.7% | -13.4% |
| 3M | -2.8% | +26.0% | -28.8% | -2.9% |
| 6M | -14.9% | +56.5% | -71.4% | -15.1% |
| YTD | -22.0% | +144.3% | -166.3% | -31.5% |
| 1Y | +25.0% | +117.2% | -92.2% | +17.1% |
| All | +25.0% | +122.9% | -97.9% | +17.1% |
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