+582.3%
MPC vs HLT
+162.1%
+420.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.1% |
| 3M | +20.1% | +19.8% | +0.2% | +13.0% |
| 6M | +60.6% | +19.6% | +41.0% | +50.3% |
| YTD | +150.6% | +31.4% | +119.2% | +123.2% |
| 1Y | +104.7% | +38.0% | +66.6% | +78.3% |
| 3Y | +194.5% | +134.7% | +59.8% | +103.6% |
| 5Y | +582.3% | +166.2% | +416.1% | +325.0% |
| All | +582.3% | +162.1% | +420.2% | +325.0% |
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