+117.2%
MPC vs HIG
+12.7%
+104.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -8.0% |
| 7D | -10.9% | +6.2% | -17.1% | -10.7% |
| 30D | -9.4% | +9.4% | -18.8% | -9.0% |
| 3M | +26.0% | -2.3% | +28.3% | +24.7% |
| 6M | +56.5% | +4.2% | +52.4% | +55.6% |
| YTD | +144.3% | +1.6% | +142.7% | +142.4% |
| 1Y | +117.2% | +9.9% | +107.4% | +118.9% |
| All | +117.2% | +12.7% | +104.5% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling