+1,116.6%
MPC vs HIG
+322.3%
+794.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | +5.4% | +0.3% | +5.1% | +5.2% |
| 30D | +31.0% | -3.2% | +34.2% | +33.3% |
| 3M | +46.0% | +9.1% | +36.9% | +37.5% |
| 6M | +77.3% | -1.8% | +79.1% | +76.9% |
| YTD | +141.9% | +1.8% | +140.1% | +136.0% |
| 1Y | +120.9% | +4.6% | +116.4% | +110.7% |
| 3Y | +182.7% | +101.6% | +81.0% | +73.5% |
| 5Y | +646.4% | +124.5% | +521.9% | +322.5% |
| All | +1,116.6% | +322.3% | +794.3% | +358.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling