+1,212.6%
MPC vs HLT
+653.9%
+558.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.9% |
| 7D | +5.4% | -3.3% | +8.8% | +7.5% |
| 30D | +31.0% | -4.1% | +35.0% | +33.9% |
| 3M | +46.0% | -7.9% | +54.0% | +51.9% |
| 6M | +77.3% | +2.2% | +75.2% | +70.4% |
| YTD | +141.9% | +8.5% | +133.4% | +123.1% |
| 1Y | +120.9% | +12.1% | +108.8% | +98.3% |
| 3Y | +182.7% | +107.6% | +75.1% | +67.3% |
| 5Y | +646.4% | +156.4% | +490.1% | +258.8% |
| 10Y | +1,138.7% | +566.3% | +572.4% | +236.4% |
| All | +1,212.6% | +653.9% | +558.7% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling