+679.9%
MPC vs HLT
+153.7%
+526.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +3.2% | -1.5% | +4.7% | +3.7% |
| 30D | +25.0% | -1.2% | +26.3% | +25.4% |
| 3M | +55.2% | -10.3% | +65.5% | +60.2% |
| 6M | +86.4% | +1.3% | +85.1% | +82.3% |
| YTD | +148.5% | +7.0% | +141.4% | +136.8% |
| 1Y | +121.7% | +11.9% | +109.8% | +106.7% |
| 3Y | +172.9% | +100.7% | +72.2% | +97.7% |
| 5Y | +679.9% | +147.5% | +532.4% | +381.0% |
| All | +679.9% | +153.7% | +526.2% | +381.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling