+495.9%
HPE vs MPC
+1,138.6%
-642.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.3% | +5.5% | +6.8% |
| 7D | +10.1% | +3.9% | +6.3% | +8.5% |
| 30D | +5.3% | +33.8% | -28.5% | -6.5% |
| 3M | +12.7% | +49.9% | -37.2% | -5.0% |
| 6M | +167.7% | +80.9% | +86.7% | +107.9% |
| YTD | +135.5% | +147.4% | -12.0% | +60.4% |
| 1Y | +143.4% | +123.2% | +20.2% | +72.3% |
| 3Y | +249.2% | +171.7% | +77.4% | +121.6% |
| 5Y | +343.8% | +678.6% | -334.7% | +76.1% |
| 10Y | +495.9% | +1,134.0% | -638.2% | +88.8% |
| All | +495.9% | +1,138.6% | -642.7% | +88.8% |
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 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