+254.1%
MP vs HIG
+288.0%
-33.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.7% |
| 7D | -10.5% | +1.1% | -11.6% | -11.0% |
| 30D | -23.5% | +5.6% | -29.1% | -25.3% |
| 3M | -25.4% | -6.9% | -18.6% | -23.9% |
| 6M | -51.3% | +1.3% | -52.6% | -52.3% |
| YTD | -29.9% | -1.5% | -28.5% | -31.0% |
| 1Y | -31.8% | +6.6% | -38.4% | -35.4% |
| 3Y | +127.0% | +91.2% | +35.8% | +55.4% |
| 5Y | -3.3% | +106.1% | -109.3% | -36.4% |
| All | +254.1% | +288.0% | -33.9% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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