+210.8%
HPQ vs MPC
+1,148.7%
-937.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.3% | -6.8% | -5.3% |
| 7D | -0.5% | +3.9% | -4.3% | -1.9% |
| 30D | +3.7% | +33.8% | -30.0% | -6.9% |
| 3M | +24.3% | +49.9% | -25.5% | +6.7% |
| 6M | +64.8% | +80.9% | -16.2% | +31.2% |
| YTD | +43.9% | +147.4% | -103.5% | +1.5% |
| 1Y | +11.7% | +123.2% | -111.5% | -18.5% |
| 3Y | +19.7% | +171.7% | -152.1% | -20.9% |
| 5Y | +32.2% | +678.6% | -646.3% | -43.1% |
| All | +210.8% | +1,148.7% | -937.9% | +3.6% |
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 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