+68.9%
MP vs HUM
+2.1%
+66.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | +3.0% | +2.1% | +1.0% | +2.9% |
| 30D | +8.3% | +4.7% | +3.6% | +8.0% |
| 3M | -3.8% | +13.5% | -17.3% | -4.6% |
| 6M | -4.9% | +126.7% | -131.6% | -10.1% |
| YTD | +9.6% | +58.5% | -48.9% | +5.4% |
| 1Y | -11.7% | +31.7% | -43.5% | -13.8% |
| 3Y | +158.5% | -10.6% | +169.1% | +167.4% |
| 5Y | +68.9% | +2.5% | +66.4% | +56.3% |
| All | +68.9% | +2.1% | +66.8% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling