+1,166.2%
MPC vs HLT
+694.0%
+472.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.1% |
| 7D | +9.4% | +0.8% | +8.6% | +8.8% |
| 30D | -13.4% | +13.1% | -26.5% | -20.0% |
| 3M | +18.9% | +15.6% | +3.3% | +8.0% |
| 6M | +64.9% | +19.0% | +45.9% | +45.7% |
| YTD | +156.8% | +29.9% | +126.9% | +110.2% |
| 1Y | +113.2% | +35.9% | +77.3% | +68.9% |
| 3Y | +201.8% | +132.1% | +69.7% | +62.4% |
| 5Y | +601.4% | +163.4% | +437.9% | +222.8% |
| All | +1,166.2% | +694.0% | +472.3% | +183.1% |
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