+1,116.6%
MPC vs HBM
+556.8%
+559.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +5.4% | -6.4% | +11.8% | +7.1% |
| 30D | +31.0% | +5.9% | +25.1% | +28.5% |
| 3M | +46.0% | -8.9% | +54.9% | +46.6% |
| 6M | +77.3% | +10.7% | +66.6% | +65.5% |
| YTD | +141.9% | +38.3% | +103.6% | +109.9% |
| 1Y | +120.9% | +121.3% | -0.4% | +66.1% |
| 3Y | +182.7% | +450.6% | -267.9% | +54.2% |
| 5Y | +646.4% | +338.0% | +308.4% | +305.5% |
| All | +1,116.6% | +556.8% | +559.8% | +366.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling