+1,106.2%
MPC vs HIG
+270.3%
+835.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +3.9% | +4.2% |
| 7D | -9.4% | -0.5% | -8.9% | -9.3% |
| 30D | -14.3% | +4.5% | -18.8% | -16.7% |
| 3M | +31.1% | -5.5% | +36.6% | +34.8% |
| 6M | +60.3% | +3.1% | +57.2% | +55.5% |
| YTD | +142.5% | -0.8% | +143.3% | +139.4% |
| 1Y | +104.6% | +6.1% | +98.5% | +93.3% |
| 3Y | +191.7% | +94.1% | +97.6% | +83.0% |
| 5Y | +549.2% | +106.4% | +442.8% | +286.8% |
| 10Y | +1,106.2% | +265.1% | +841.1% | +453.8% |
| All | +1,106.2% | +270.3% | +835.9% | +453.8% |
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 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