+267.3%
MP vs HUT
+1,190.9%
-923.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.6% | -6.8% | -0.7% |
| 7D | +2.3% | +24.8% | -22.5% | -2.2% |
| 30D | -15.3% | -28.4% | +13.1% | -10.6% |
| 3M | -33.5% | -31.2% | -2.3% | -30.2% |
| 6M | -45.5% | -40.2% | -5.3% | -41.9% |
| YTD | -27.3% | +32.9% | -60.2% | -34.2% |
| 1Y | -40.7% | +39.1% | -79.8% | -47.4% |
| 3Y | +145.9% | +462.8% | -316.9% | +45.7% |
| 5Y | -13.9% | -13.9% | 0.0% | -41.3% |
| All | +267.3% | +1,190.9% | -923.6% | +84.4% |
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