+443.0%
MP vs HUM
+12.0%
+431.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.9% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -0.7% | +3.7% | -4.4% | -0.9% |
| 3M | 0.0% | +10.4% | -10.4% | -0.5% |
| 6M | -10.0% | +125.7% | -135.7% | -14.3% |
| YTD | +7.5% | +57.3% | -49.9% | +3.9% |
| 1Y | -14.0% | +48.6% | -62.6% | -17.0% |
| 3Y | +153.5% | -11.3% | +164.8% | +159.1% |
| 5Y | +62.7% | +0.8% | +61.9% | +62.1% |
| All | +443.0% | +12.0% | +431.0% | +433.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling