+117.2%
MPC vs HUM
+51.1%
+66.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.1% | -8.0% | -8.1% |
| 7D | -10.9% | +1.6% | -12.5% | -11.0% |
| 30D | -9.4% | +3.5% | -12.9% | -9.6% |
| 3M | +26.0% | +15.5% | +10.5% | +24.6% |
| 6M | +56.5% | +76.2% | -19.7% | +50.2% |
| YTD | +144.3% | +64.5% | +79.7% | +134.5% |
| 1Y | +117.2% | +50.0% | +67.2% | +108.9% |
| All | +117.2% | +51.1% | +66.2% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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