+156.1%
HPQ vs MPC
+1,171.2%
-1,015.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.5% |
| 7D | +3.2% | +11.2% | -8.1% | -0.8% |
| 30D | -3.6% | -14.5% | +10.9% | +1.3% |
| 3M | -5.3% | +16.7% | -22.0% | -11.3% |
| 6M | +41.1% | +67.6% | -26.4% | +15.1% |
| YTD | +36.9% | +157.9% | -121.1% | -5.9% |
| 1Y | +23.5% | +116.7% | -93.1% | -9.5% |
| 3Y | +19.6% | +199.8% | -180.2% | -24.5% |
| 5Y | +11.4% | +604.4% | -593.0% | -50.8% |
| All | +156.1% | +1,171.2% | -1,015.1% | -16.6% |
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