+202.7%
HPE vs MPC
+160.2%
+42.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | -18.7% | -16.2% | -2.5% | -13.2% |
| 30D | -37.9% | -15.7% | -22.2% | -34.2% |
| 3M | -14.4% | +24.9% | -39.3% | -22.0% |
| 6M | +48.2% | +52.7% | -4.4% | +24.5% |
| YTD | +88.6% | +131.9% | -43.2% | +32.7% |
| 1Y | +94.8% | +96.6% | -1.9% | +46.5% |
| 3Y | +202.7% | +163.8% | +38.9% | +84.6% |
| All | +202.7% | +160.2% | +42.5% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling