+274.5%
MP vs HUBB
+287.4%
-12.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.7% |
| 7D | +11.0% | +4.6% | +6.4% | +8.1% |
| 30D | -11.7% | -8.4% | -3.4% | -7.3% |
| 3M | -30.8% | -14.3% | -16.4% | -24.4% |
| 6M | -42.9% | -9.3% | -33.6% | -39.9% |
| YTD | -25.9% | -0.5% | -25.4% | -26.9% |
| 1Y | -37.3% | -2.1% | -35.2% | -37.5% |
| 3Y | +150.7% | +57.2% | +93.4% | +74.2% |
| 5Y | -19.3% | +127.1% | -146.4% | -59.2% |
| All | +274.5% | +287.4% | -12.9% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling