+171.7%
MPC vs HUBB
+48.8%
+122.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | +3.9% | +4.8% | -1.0% | +2.9% |
| 30D | +33.8% | -9.3% | +43.1% | +36.2% |
| 3M | +49.9% | -3.9% | +53.7% | +49.9% |
| 6M | +80.9% | -0.8% | +81.8% | +77.6% |
| YTD | +147.4% | +5.6% | +141.9% | +137.4% |
| 1Y | +123.2% | +7.7% | +115.5% | +111.9% |
| 3Y | +171.7% | +47.5% | +124.3% | +131.9% |
| All | +171.7% | +48.8% | +122.9% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling