+244.2%
HL vs MPC
+645.9%
-401.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +1.5% | +5.4% | -4.0% | -0.1% |
| 30D | +25.1% | +31.0% | -5.9% | +14.8% |
| 3M | +22.9% | +46.0% | -23.1% | +8.4% |
| 6M | -4.9% | +77.3% | -82.2% | -22.8% |
| YTD | +7.8% | +141.9% | -134.1% | -22.4% |
| 1Y | +133.9% | +120.9% | +13.0% | +74.0% |
| 3Y | +380.9% | +182.7% | +198.2% | +210.4% |
| All | +244.2% | +645.9% | -401.7% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling