+298.8%
HPE vs MPC
+645.9%
-347.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -0.6% | +5.4% | -6.0% | -2.6% |
| 30D | -2.3% | +31.0% | -33.3% | -12.0% |
| 3M | -2.9% | +46.0% | -48.9% | -16.4% |
| 6M | +143.6% | +77.3% | +66.3% | +93.0% |
| YTD | +118.5% | +141.9% | -23.4% | +52.8% |
| 1Y | +129.2% | +120.9% | +8.3% | +65.5% |
| 3Y | +212.5% | +182.7% | +29.8% | +96.5% |
| All | +298.8% | +645.9% | -347.2% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling