+128.1%
HL vs MPC
+2,984.8%
-2,856.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.6% | -0.1% | +3.2% |
| 7D | +13.8% | -9.4% | +23.2% | +16.8% |
| 30D | -9.7% | -14.3% | +4.6% | -6.2% |
| 3M | -8.5% | +31.1% | -39.6% | -17.2% |
| 6M | -17.2% | +60.3% | -77.4% | -30.2% |
| YTD | -19.6% | +142.5% | -162.2% | -41.6% |
| 1Y | +11.1% | +104.6% | -93.5% | -14.8% |
| 3Y | +299.7% | +191.7% | +108.0% | +166.0% |
| 5Y | +156.5% | +549.2% | -392.7% | +29.4% |
| 10Y | +122.4% | +1,106.2% | -983.9% | -16.2% |
| All | +128.1% | +2,984.8% | -2,856.7% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling