+3,101.0%
MPC vs HALO
+1,552.0%
+1,549.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +5.4% | +4.6% | +0.8% | +4.7% |
| 30D | +31.0% | +31.8% | -0.9% | +24.7% |
| 3M | +46.0% | +53.9% | -7.9% | +35.4% |
| 6M | +77.3% | +57.4% | +19.9% | +63.2% |
| YTD | +141.9% | +63.7% | +78.2% | +120.9% |
| 1Y | +120.9% | +50.1% | +70.8% | +104.2% |
| 3Y | +182.7% | +157.3% | +25.3% | +129.9% |
| 5Y | +646.4% | +161.0% | +485.4% | +492.6% |
| 10Y | +1,138.7% | +1,018.7% | +120.1% | +651.7% |
| All | +3,101.0% | +1,552.0% | +1,549.0% | +1,224.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling