+284.2%
HL vs MPC
+1,153.9%
-869.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +0.4% | +3.2% | -2.8% | -0.6% |
| 30D | +18.8% | +25.0% | -6.2% | +10.3% |
| 3M | +43.7% | +55.2% | -11.4% | +23.5% |
| 6M | -1.0% | +86.4% | -87.4% | -21.1% |
| YTD | +8.7% | +148.5% | -139.7% | -21.7% |
| 1Y | +105.0% | +121.7% | -16.7% | +53.2% |
| 3Y | +427.3% | +172.9% | +254.4% | +256.6% |
| 5Y | +249.3% | +679.9% | -430.6% | +61.9% |
| 10Y | +284.2% | +1,174.7% | -890.5% | +34.3% |
| All | +284.2% | +1,153.9% | -869.8% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling