+1,120.5%
MPC vs HLT
+590.3%
+530.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.6% |
| 7D | +1.2% | -2.6% | +3.8% | +2.8% |
| 30D | +17.0% | -2.6% | +19.6% | +18.6% |
| 3M | +49.5% | -9.4% | +58.9% | +57.2% |
| 6M | +83.5% | +2.7% | +80.8% | +75.4% |
| YTD | +144.1% | +6.8% | +137.3% | +126.3% |
| 1Y | +119.6% | +12.4% | +107.2% | +95.6% |
| 3Y | +168.1% | +100.2% | +67.9% | +57.5% |
| 5Y | +671.3% | +143.7% | +527.6% | +264.0% |
| All | +1,120.5% | +590.3% | +530.2% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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