+1,171.8%
MPC vs HBM
+281.1%
+890.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +11.2% | +2.2% | +9.0% | +10.6% |
| 30D | -14.5% | -11.8% | -2.7% | -12.3% |
| 3M | +16.7% | -19.2% | +35.9% | +21.3% |
| 6M | +67.6% | -22.9% | +90.4% | +72.5% |
| YTD | +157.9% | +7.8% | +150.1% | +135.3% |
| 1Y | +116.7% | +34.9% | +81.7% | +85.0% |
| 3Y | +199.8% | +422.2% | -222.4% | +62.2% |
| 5Y | +604.4% | +192.8% | +411.6% | +321.1% |
| All | +1,171.8% | +281.1% | +890.6% | +421.9% |
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