+133.9%
HL vs MPC
+120.1%
+13.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +1.5% | +5.4% | -4.0% | +1.7% |
| 30D | +25.1% | +31.0% | -5.9% | +25.2% |
| 3M | +22.9% | +46.0% | -23.1% | +22.7% |
| 6M | -4.9% | +77.3% | -82.2% | -8.1% |
| YTD | +7.8% | +141.9% | -134.1% | -5.1% |
| 1Y | +133.9% | +120.9% | +13.0% | +131.5% |
| All | +133.9% | +120.1% | +13.8% | +131.5% |
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