+113.2%
MPC vs HST
+53.7%
+59.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.4% |
| 7D | +9.4% | +3.6% | +5.8% | +9.6% |
| 30D | -13.4% | +9.9% | -23.4% | -12.6% |
| 3M | +18.9% | +12.9% | +5.9% | +20.5% |
| 6M | +64.9% | +22.9% | +42.0% | +65.7% |
| YTD | +156.8% | +52.4% | +104.4% | +145.0% |
| 1Y | +113.2% | +52.5% | +60.6% | +103.7% |
| All | +113.2% | +53.7% | +59.4% | +103.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling