+365.4%
HPE vs MPC
+1,165.8%
-800.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.6% | +1.6% | +4.3% |
| 7D | -7.1% | -9.4% | +2.3% | -3.2% |
| 30D | -35.3% | -14.3% | -21.0% | -31.3% |
| 3M | -10.4% | +31.1% | -41.5% | -20.3% |
| 6M | +52.5% | +60.3% | -7.8% | +24.3% |
| YTD | +100.3% | +142.5% | -42.2% | +36.6% |
| 1Y | +106.4% | +104.6% | +1.8% | +50.7% |
| 3Y | +227.4% | +191.7% | +35.7% | +100.7% |
| 5Y | +250.6% | +549.2% | -298.6% | +48.9% |
| 10Y | +365.4% | +1,106.2% | -740.9% | +56.6% |
| All | +365.4% | +1,165.8% | -800.4% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling