+1,171.8%
MPC vs HLT
+694.7%
+477.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.2% | +0.7% | +10.5% | +10.7% |
| 30D | -14.5% | +13.7% | -28.2% | -21.2% |
| 3M | +16.7% | +16.3% | +0.3% | +5.6% |
| 6M | +67.6% | +19.9% | +47.6% | +47.3% |
| YTD | +157.9% | +30.1% | +127.9% | +110.9% |
| 1Y | +116.7% | +38.5% | +78.2% | +69.5% |
| 3Y | +199.8% | +131.0% | +68.7% | +61.8% |
| 5Y | +604.4% | +163.7% | +440.7% | +224.0% |
| All | +1,171.8% | +694.7% | +477.0% | +184.2% |
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