+119.6%
MPC vs HLT
+11.9%
+107.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.8% |
| 7D | +1.2% | -2.6% | +3.8% | +0.5% |
| 30D | +17.0% | -2.6% | +19.6% | +16.2% |
| 3M | +49.5% | -9.4% | +58.9% | +46.2% |
| 6M | +83.5% | +2.7% | +80.8% | +82.2% |
| YTD | +144.1% | +6.8% | +137.3% | +140.8% |
| 1Y | +119.6% | +12.4% | +107.2% | +111.1% |
| All | +119.6% | +11.9% | +107.7% | +111.1% |
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 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