+102.7%
HPE vs MPC
+105.0%
-2.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.6% | +1.6% | +4.8% |
| 7D | -7.1% | -9.4% | +2.3% | -4.6% |
| 30D | -35.3% | -14.3% | -21.0% | -32.8% |
| 3M | -10.4% | +31.1% | -41.5% | -17.6% |
| 6M | +52.5% | +60.3% | -7.8% | +32.1% |
| YTD | +100.3% | +142.5% | -42.2% | +55.4% |
| All | +102.7% | +105.0% | -2.4% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling