+549.2%
MPC vs HUBB
+129.4%
+419.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.9% |
| 7D | -9.4% | +1.8% | -11.2% | -9.8% |
| 30D | -14.3% | -6.9% | -7.5% | -12.7% |
| 3M | +31.1% | -13.8% | +44.9% | +36.0% |
| 6M | +60.3% | -9.8% | +70.1% | +63.1% |
| YTD | +142.5% | +0.3% | +142.2% | +135.4% |
| 1Y | +104.6% | -3.3% | +107.9% | +100.7% |
| 3Y | +191.7% | +61.0% | +130.7% | +132.2% |
| 5Y | +549.2% | +128.5% | +420.7% | +341.0% |
| All | +549.2% | +129.4% | +419.8% | +341.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling