+1,174.7%
MPC vs HALO
+924.7%
+250.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | +3.2% | -2.1% | +5.3% | +3.6% |
| 30D | +25.0% | +4.6% | +20.4% | +23.8% |
| 3M | +55.2% | +50.2% | +4.9% | +42.1% |
| 6M | +86.4% | +57.6% | +28.8% | +68.2% |
| YTD | +148.5% | +59.6% | +88.9% | +123.3% |
| 1Y | +121.7% | +41.2% | +80.5% | +103.8% |
| 3Y | +172.9% | +178.9% | -6.0% | +103.9% |
| 5Y | +679.9% | +160.1% | +519.8% | +472.0% |
| 10Y | +1,174.7% | +967.5% | +207.2% | +553.5% |
| All | +1,174.7% | +924.7% | +250.0% | +553.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling