-4.8%
HL vs MPC
+104.9%
-109.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.3% |
| 7D | +8.2% | -8.8% | +17.0% | +6.4% |
| 30D | -16.3% | -14.4% | -1.9% | -18.2% |
| 3M | -18.6% | +21.9% | -40.5% | -17.8% |
| 6M | -23.2% | +60.1% | -83.3% | -21.2% |
| YTD | -25.5% | +142.3% | -167.8% | -27.2% |
| 1Y | -4.8% | +101.7% | -106.5% | -1.2% |
| All | -4.8% | +104.9% | -109.6% | -1.2% |
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