+121.7%
MPC vs HALO
+41.3%
+80.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.4% |
| 7D | +3.2% | -2.1% | +5.3% | +3.1% |
| 30D | +25.0% | +4.6% | +20.4% | +25.3% |
| 3M | +55.2% | +50.2% | +4.9% | +57.7% |
| 6M | +86.4% | +57.6% | +28.8% | +90.6% |
| YTD | +148.5% | +59.6% | +88.9% | +157.9% |
| 1Y | +121.7% | +41.2% | +80.5% | +128.0% |
| All | +121.7% | +41.3% | +80.4% | +128.0% |
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