+254.1%
MP vs HUT
+1,013.1%
-759.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +14.6% | -9.6% | +2.1% |
| 7D | -10.5% | -11.4% | +0.9% | -9.2% |
| 30D | -23.5% | -41.0% | +17.5% | -16.3% |
| 3M | -25.4% | -41.9% | +16.5% | -19.1% |
| 6M | -51.3% | -51.7% | +0.4% | -45.8% |
| YTD | -29.9% | +14.6% | -44.5% | -34.7% |
| 1Y | -31.8% | +21.4% | -53.2% | -37.8% |
| 3Y | +127.0% | +359.8% | -232.8% | +40.0% |
| 5Y | -3.3% | -27.5% | +24.2% | -31.8% |
| All | +254.1% | +1,013.1% | -759.0% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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