+120.9%
MPC vs HIG
+5.1%
+115.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.2% |
| 7D | +5.4% | +0.3% | +5.1% | +5.5% |
| 30D | +31.0% | -3.2% | +34.2% | +30.5% |
| 3M | +46.0% | +9.1% | +36.9% | +46.5% |
| 6M | +77.3% | -1.8% | +79.1% | +78.3% |
| YTD | +141.9% | +1.8% | +140.1% | +142.0% |
| 1Y | +120.9% | +4.6% | +116.4% | +127.8% |
| All | +120.9% | +5.1% | +115.8% | +127.8% |
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