+113.2%
MPC vs HLT
+36.7%
+76.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.1% |
| 7D | +9.4% | +0.8% | +8.6% | +9.7% |
| 30D | -13.4% | +13.1% | -26.5% | -9.5% |
| 3M | +18.9% | +15.6% | +3.3% | +25.7% |
| 6M | +64.9% | +19.0% | +45.9% | +76.3% |
| YTD | +156.8% | +29.9% | +126.9% | +173.5% |
| 1Y | +113.2% | +35.9% | +77.3% | +125.2% |
| All | +113.2% | +36.7% | +76.5% | +125.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling