+3,215.7%
MPC vs HALO
+1,424.4%
+1,791.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.6% |
| 7D | +2.6% | -22.0% | +24.6% | +6.5% |
| 30D | -12.2% | -8.5% | -3.7% | -11.2% |
| 3M | +20.1% | -0.9% | +21.0% | +19.7% |
| 6M | +60.6% | +53.1% | +7.5% | +48.2% |
| YTD | +150.6% | +51.1% | +99.5% | +130.8% |
| 1Y | +104.7% | +45.0% | +59.7% | +89.6% |
| 3Y | +194.5% | +173.0% | +21.5% | +136.5% |
| 5Y | +582.3% | +163.6% | +418.7% | +438.3% |
| 10Y | +1,135.3% | +708.3% | +427.0% | +685.3% |
| All | +3,215.7% | +1,424.4% | +1,791.3% | +1,283.5% |
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 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