+120.9%
MPC vs HALO
+47.3%
+73.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +5.4% | +4.6% | +0.8% | +5.7% |
| 30D | +31.0% | +31.8% | -0.9% | +32.6% |
| 3M | +46.0% | +53.9% | -7.9% | +48.5% |
| 6M | +77.3% | +57.4% | +19.9% | +82.1% |
| YTD | +141.9% | +63.7% | +78.2% | +150.9% |
| 1Y | +120.9% | +50.1% | +70.8% | +127.9% |
| All | +120.9% | +47.3% | +73.6% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling