+2,968.0%
MPC vs HIG
+650.5%
+2,317.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | +0.1% |
| 7D | -16.2% | +1.1% | -17.2% | -16.9% |
| 30D | -15.7% | +5.6% | -21.3% | -18.5% |
| 3M | +24.9% | -6.9% | +31.8% | +29.3% |
| 6M | +52.7% | +1.3% | +51.4% | +49.8% |
| YTD | +131.9% | -1.5% | +133.3% | +129.9% |
| 1Y | +96.6% | +6.6% | +90.0% | +85.8% |
| 3Y | +163.8% | +91.2% | +72.6% | +72.5% |
| 5Y | +533.1% | +106.1% | +427.1% | +292.4% |
| 10Y | +1,118.6% | +283.7% | +834.9% | +410.9% |
| All | +2,968.0% | +650.5% | +2,317.5% | +811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling