+135.5%
HL vs MPC
+1,105.8%
-970.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.2% |
| 7D | +8.2% | -8.8% | +17.0% | +10.8% |
| 30D | -16.3% | -14.4% | -1.9% | -12.9% |
| 3M | -18.6% | +21.9% | -40.5% | -24.8% |
| 6M | -23.2% | +60.1% | -83.3% | -35.7% |
| YTD | -25.5% | +142.3% | -167.8% | -46.6% |
| 1Y | -4.8% | +101.7% | -106.5% | -27.4% |
| 3Y | +281.4% | +184.8% | +96.6% | +151.0% |
| 5Y | +137.8% | +564.6% | -426.8% | +14.5% |
| 10Y | +135.5% | +1,098.3% | -962.9% | -17.9% |
| All | +135.5% | +1,105.8% | -970.3% | -17.9% |
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