+678.6%
MPC vs HIG
+122.5%
+556.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.2% | +3.2% |
| 7D | +3.9% | -1.1% | +4.9% | +4.3% |
| 30D | +33.8% | -4.9% | +38.7% | +36.7% |
| 3M | +49.9% | +6.8% | +43.1% | +44.3% |
| 6M | +80.9% | -1.7% | +82.6% | +80.5% |
| YTD | +147.4% | -0.2% | +147.7% | +144.9% |
| 1Y | +123.2% | +5.7% | +117.5% | +113.2% |
| 3Y | +171.7% | +100.3% | +71.4% | +69.3% |
| 5Y | +678.6% | +118.5% | +560.1% | +341.7% |
| All | +678.6% | +122.5% | +556.0% | +341.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling