-15.1%
MP vs HUBB
+123.0%
-138.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.4% |
| 7D | -10.5% | +1.7% | -12.2% | -11.4% |
| 30D | -23.5% | -9.7% | -13.9% | -19.0% |
| 3M | -25.4% | -15.2% | -10.3% | -18.0% |
| 6M | -51.3% | -14.0% | -37.3% | -46.9% |
| YTD | -29.9% | -2.4% | -27.5% | -30.3% |
| 1Y | -31.8% | -5.8% | -26.0% | -30.5% |
| 3Y | +127.0% | +60.4% | +66.6% | +49.4% |
| All | -15.1% | +123.0% | -138.0% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling