+158.5%
MP vs HUM
-11.4%
+169.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | +3.0% | +2.1% | +1.0% | +3.0% |
| 30D | +8.3% | +4.7% | +3.6% | +8.2% |
| 3M | -3.8% | +13.5% | -17.3% | -4.0% |
| 6M | -4.9% | +126.7% | -131.6% | -7.1% |
| YTD | +9.6% | +58.5% | -48.9% | +7.4% |
| 1Y | -11.7% | +31.7% | -43.5% | -12.4% |
| 3Y | +158.5% | -10.6% | +169.1% | +167.9% |
| All | +158.5% | -11.4% | +169.9% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling