+445.3%
MP vs HUM
+12.4%
+432.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | -2.9% | +4.2% | -7.0% | -3.1% |
| 30D | +13.8% | +10.4% | +3.4% | +13.2% |
| 3M | -16.7% | +15.1% | -31.8% | -17.3% |
| 6M | -11.5% | +120.9% | -132.4% | -15.7% |
| YTD | +7.9% | +57.9% | -50.0% | +4.3% |
| 1Y | -15.0% | +30.6% | -45.6% | -16.8% |
| 3Y | +153.5% | -9.6% | +163.1% | +158.6% |
| 5Y | +58.7% | +1.6% | +57.1% | +58.0% |
| All | +445.3% | +12.4% | +432.9% | +436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling