+267.3%
MP vs HUBB
+292.2%
-24.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | 0.0% |
| 7D | +2.3% | +1.2% | +1.1% | +1.7% |
| 30D | -15.3% | -6.4% | -8.8% | -12.2% |
| 3M | -33.5% | -14.4% | -19.1% | -27.3% |
| 6M | -45.5% | -9.0% | -36.5% | -42.7% |
| YTD | -27.3% | +0.7% | -28.0% | -28.9% |
| 1Y | -40.7% | -0.3% | -40.4% | -41.5% |
| 3Y | +145.9% | +59.2% | +86.6% | +69.6% |
| 5Y | -13.9% | +130.2% | -144.1% | -56.9% |
| All | +267.3% | +292.2% | -24.9% | +45.3% |
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