-34.6%
MP vs HUM
+51.1%
-85.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -5.0% | -5.1% |
| 7D | -12.5% | +1.6% | -14.1% | -12.5% |
| 30D | -23.3% | +3.5% | -26.9% | -23.3% |
| 3M | -24.4% | +15.5% | -39.9% | -24.2% |
| 6M | -45.8% | +76.2% | -122.0% | -44.7% |
| YTD | -28.9% | +64.5% | -93.5% | -31.1% |
| 1Y | -34.6% | +50.0% | -84.6% | -36.9% |
| All | -34.6% | +51.1% | -85.7% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling