+3,101.0%
MPC vs HUBB
+900.0%
+2,201.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +5.4% | +0.5% | +4.9% | +5.0% |
| 30D | +31.0% | -10.0% | +41.0% | +39.1% |
| 3M | +46.0% | -4.8% | +50.8% | +47.4% |
| 6M | +77.3% | -5.6% | +82.9% | +76.2% |
| YTD | +141.9% | +4.7% | +137.3% | +123.0% |
| 1Y | +120.9% | +6.7% | +114.2% | +98.8% |
| 3Y | +182.7% | +45.8% | +136.9% | +89.7% |
| 5Y | +646.4% | +145.9% | +500.5% | +212.7% |
| 10Y | +1,138.7% | +418.6% | +720.1% | +196.0% |
| All | +3,101.0% | +900.0% | +2,201.0% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling