+1,135.3%
MPC vs HALO
+743.1%
+392.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.7% |
| 7D | +2.6% | -22.0% | +24.6% | +7.3% |
| 30D | -12.2% | -8.5% | -3.7% | -11.0% |
| 3M | +20.1% | -0.9% | +21.0% | +19.5% |
| 6M | +60.6% | +53.1% | +7.5% | +45.4% |
| YTD | +150.6% | +51.1% | +99.5% | +126.2% |
| 1Y | +104.7% | +45.0% | +59.7% | +86.1% |
| 3Y | +194.5% | +173.0% | +21.5% | +119.5% |
| 5Y | +582.3% | +163.6% | +418.7% | +392.2% |
| 10Y | +1,135.3% | +708.3% | +427.0% | +578.7% |
| All | +1,135.3% | +743.1% | +392.1% | +578.7% |
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