-11.6%
HL vs MPC
+113.7%
-125.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.8% |
| 7D | -11.1% | +11.2% | -22.4% | -9.5% |
| 30D | -12.1% | -14.5% | +2.4% | -13.7% |
| 3M | -26.1% | +16.7% | -42.8% | -25.2% |
| 6M | -37.7% | +67.6% | -105.3% | -35.7% |
| YTD | -31.7% | +157.9% | -189.6% | -33.6% |
| 1Y | -11.6% | +116.7% | -128.3% | -7.6% |
| All | -11.6% | +113.7% | -125.4% | -7.6% |
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