+540.9%
MPC vs HAS
+52.6%
+488.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.6% |
| 7D | -12.8% | 0.0% | -12.7% | -12.8% |
| 30D | -12.7% | +31.3% | -44.0% | -17.9% |
| 3M | +27.1% | +32.1% | -5.0% | +19.2% |
| 6M | +45.8% | +28.1% | +17.7% | +37.1% |
| YTD | +134.7% | +49.1% | +85.6% | +110.9% |
| 1Y | +106.0% | +60.5% | +45.5% | +81.3% |
| 3Y | +165.5% | +183.9% | -18.4% | +101.7% |
| 5Y | +540.9% | +51.2% | +489.7% | +473.3% |
| All | +540.9% | +52.6% | +488.3% | +473.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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