+227.9%
HPQ vs MPC
+2,977.1%
-2,749.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +6.9% | +5.4% | +1.5% | +5.0% |
| 30D | +14.4% | +31.0% | -16.5% | +4.0% |
| 3M | +25.6% | +46.0% | -20.4% | +9.8% |
| 6M | +75.0% | +77.3% | -2.3% | +42.2% |
| YTD | +50.7% | +141.9% | -91.2% | +9.3% |
| 1Y | +18.7% | +120.9% | -102.3% | -11.5% |
| 3Y | +21.5% | +182.7% | -161.2% | -18.7% |
| 5Y | +31.6% | +646.4% | -614.9% | -38.9% |
| 10Y | +216.1% | +1,138.7% | -922.7% | +11.4% |
| All | +227.9% | +2,977.1% | -2,749.2% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling