+191.2%
MPC vs HLT
+135.7%
+55.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -12.2% | +15.1% | -27.3% | -14.7% |
| 3M | +20.1% | +19.8% | +0.2% | +15.5% |
| 6M | +60.6% | +19.6% | +41.0% | +53.5% |
| YTD | +150.6% | +31.4% | +119.2% | +127.3% |
| 1Y | +104.7% | +38.0% | +66.6% | +80.9% |
| All | +191.2% | +135.7% | +55.5% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling