+264.6%
MP vs HUBB
+287.2%
-22.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -2.9% |
| 7D | -3.6% | -2.6% | -1.1% | -1.9% |
| 30D | -21.0% | -7.7% | -13.3% | -17.4% |
| 3M | -33.3% | -13.0% | -20.3% | -27.8% |
| 6M | -45.9% | -10.6% | -35.3% | -42.6% |
| YTD | -27.8% | -0.6% | -27.3% | -28.8% |
| 1Y | -43.2% | -4.1% | -39.0% | -42.6% |
| 3Y | +144.0% | +57.2% | +86.9% | +69.7% |
| 5Y | -6.1% | +127.2% | -133.3% | -52.6% |
| All | +264.6% | +287.2% | -22.6% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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