+154.8%
HPQ vs MPC
+1,165.8%
-1,011.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -2.4% |
| 7D | -0.6% | -9.4% | +8.8% | +2.6% |
| 30D | -6.5% | -14.3% | +7.9% | -1.8% |
| 3M | -5.1% | +31.1% | -36.2% | -15.0% |
| 6M | +27.3% | +60.3% | -33.0% | +5.4% |
| YTD | +31.7% | +142.5% | -110.8% | -7.4% |
| 1Y | +13.0% | +104.6% | -91.6% | -15.5% |
| 3Y | +18.3% | +191.7% | -173.4% | -24.6% |
| 5Y | +7.4% | +549.2% | -541.8% | -51.1% |
| 10Y | +154.8% | +1,106.2% | -951.4% | -14.8% |
| All | +154.8% | +1,165.8% | -1,011.0% | -14.8% |
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