+277.5%
MP vs HUBB
+290.6%
-13.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +4.9% |
| 7D | -1.6% | +1.8% | -3.4% | -2.5% |
| 30D | -18.2% | -6.9% | -11.3% | -14.9% |
| 3M | -26.1% | -13.8% | -12.3% | -19.6% |
| 6M | -44.0% | -9.8% | -34.2% | -40.8% |
| YTD | -25.3% | +0.3% | -25.6% | -26.7% |
| 1Y | -35.6% | -3.3% | -32.2% | -35.3% |
| 3Y | +147.1% | +61.0% | +86.0% | +68.9% |
| 5Y | -11.3% | +128.5% | -139.8% | -55.4% |
| All | +277.5% | +290.6% | -13.1% | +49.7% |
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