+188.7%
HPQ vs MPC
+2,849.2%
-2,660.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | -1.1% | -16.2% | +15.1% | +4.7% |
| 30D | -11.7% | -15.7% | +4.0% | -7.0% |
| 3M | +2.0% | +24.9% | -22.9% | -6.5% |
| 6M | +35.9% | +52.7% | -16.8% | +15.8% |
| YTD | +32.7% | +131.9% | -99.2% | -3.1% |
| 1Y | +14.3% | +96.6% | -82.3% | -11.8% |
| 3Y | +17.8% | +163.8% | -145.9% | -19.8% |
| 5Y | +7.6% | +533.1% | -525.6% | -47.5% |
| 10Y | +171.7% | +1,118.6% | -947.0% | -4.2% |
| All | +188.7% | +2,849.2% | -2,660.6% | -38.2% |
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