+163.8%
MPC vs HBM
+348.5%
-184.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -16.2% | -3.6% | -12.5% | -15.9% |
| 30D | -15.7% | -19.2% | +3.5% | -14.1% |
| 3M | +24.9% | -20.5% | +45.4% | +27.1% |
| 6M | +52.7% | -12.8% | +65.5% | +51.9% |
| YTD | +131.9% | +5.4% | +126.4% | +117.9% |
| 1Y | +96.6% | +33.0% | +63.7% | +75.4% |
| 3Y | +163.8% | +357.3% | -193.5% | +70.0% |
| All | +163.8% | +348.5% | -184.7% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling