+1,106.2%
MPC vs HBM
+328.6%
+777.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.0% | -4.4% | +2.4% |
| 7D | -9.4% | +5.0% | -14.4% | -10.6% |
| 30D | -14.3% | -12.7% | -1.6% | -11.9% |
| 3M | +31.1% | -17.4% | +48.5% | +35.6% |
| 6M | +60.3% | -8.9% | +69.1% | +58.0% |
| YTD | +142.5% | +14.9% | +127.6% | +117.9% |
| 1Y | +104.6% | +41.4% | +63.2% | +72.7% |
| 3Y | +191.7% | +462.1% | -270.4% | +55.2% |
| 5Y | +549.2% | +224.0% | +325.2% | +278.1% |
| 10Y | +1,106.2% | +320.9% | +785.3% | +380.5% |
| All | +1,106.2% | +328.6% | +777.6% | +380.5% |
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