+120.9%
MPC vs HUBB
+8.5%
+112.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | +0.5% | +4.9% | +5.5% |
| 30D | +31.0% | -10.0% | +41.0% | +29.9% |
| 3M | +46.0% | -4.8% | +50.8% | +45.4% |
| 6M | +77.3% | -5.6% | +82.9% | +75.2% |
| YTD | +141.9% | +4.7% | +137.3% | +136.7% |
| 1Y | +120.9% | +6.7% | +114.2% | +113.5% |
| All | +120.9% | +8.5% | +112.5% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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