+224.7%
HPE vs MPC
+203.2%
+21.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.2% | -3.9% |
| 7D | +7.9% | +11.2% | -3.4% | +3.7% |
| 30D | -23.5% | -14.5% | -9.0% | -19.2% |
| 3M | -19.1% | +16.7% | -35.7% | -24.3% |
| 6M | +51.4% | +67.6% | -16.2% | +22.9% |
| YTD | +103.4% | +157.9% | -54.5% | +37.7% |
| 1Y | +114.4% | +116.7% | -2.3% | +55.8% |
| 3Y | +224.7% | +199.8% | +24.9% | +88.5% |
| All | +224.7% | +203.2% | +21.4% | +88.5% |
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