+255.0%
HL vs MPC
+160.2%
+94.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +8.9% | -16.2% | +25.1% | +11.1% |
| 30D | -10.1% | -15.7% | +5.7% | -8.6% |
| 3M | -7.0% | +24.9% | -31.9% | -12.3% |
| 6M | -18.8% | +52.7% | -71.4% | -27.0% |
| YTD | -23.1% | +131.9% | -155.0% | -39.6% |
| 1Y | +8.9% | +96.6% | -87.8% | -10.0% |
| 3Y | +255.0% | +163.8% | +91.2% | +165.9% |
| All | +255.0% | +160.2% | +94.8% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling