+678.6%
MPC vs HALO
+149.7%
+528.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.4% |
| 7D | +3.9% | +0.5% | +3.3% | +3.8% |
| 30D | +33.8% | +5.0% | +28.7% | +33.2% |
| 3M | +49.9% | +53.1% | -3.3% | +44.1% |
| 6M | +80.9% | +60.8% | +20.2% | +72.9% |
| YTD | +147.4% | +60.9% | +86.5% | +136.5% |
| 1Y | +123.2% | +42.8% | +80.4% | +115.6% |
| 3Y | +171.7% | +181.3% | -9.5% | +135.9% |
| 5Y | +678.6% | +157.6% | +521.0% | +578.7% |
| All | +678.6% | +149.7% | +528.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling