+586.9%
MPC vs HTZ
-92.5%
+679.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -0.8% |
| 7D | -16.2% | -14.6% | -1.6% | -15.7% |
| 30D | -15.7% | -20.8% | +5.1% | -15.0% |
| 3M | +24.9% | -18.8% | +43.7% | +25.2% |
| 6M | +52.7% | -74.7% | +127.3% | +62.1% |
| YTD | +131.9% | -68.1% | +199.9% | +140.4% |
| 1Y | +96.6% | -73.5% | +170.1% | +106.1% |
| 3Y | +163.8% | -81.8% | +245.6% | +170.1% |
| 5Y | +533.1% | -95.2% | +628.4% | +629.1% |
| All | +586.9% | -92.5% | +679.4% | +670.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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