+1,079.5%
MPC vs HST
+142.8%
+936.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -16.2% | -2.7% | -13.5% | -15.0% |
| 30D | -15.7% | +10.7% | -26.4% | -20.8% |
| 3M | +24.9% | +6.3% | +18.6% | +19.6% |
| 6M | +52.7% | +19.0% | +33.7% | +35.2% |
| YTD | +131.9% | +47.0% | +84.8% | +78.7% |
| 1Y | +96.6% | +53.4% | +43.2% | +47.2% |
| 3Y | +163.8% | +78.0% | +85.8% | +74.9% |
| 5Y | +533.1% | +71.7% | +461.4% | +297.6% |
| All | +1,079.5% | +142.8% | +936.6% | +477.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling