+1,171.8%
MPC vs HUM
+153.9%
+1,017.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +11.2% | +3.7% | +7.5% | +10.1% |
| 30D | -14.5% | +5.5% | -20.0% | -15.8% |
| 3M | +16.7% | +17.1% | -0.5% | +11.1% |
| 6M | +67.6% | +48.3% | +19.3% | +48.7% |
| YTD | +157.9% | +77.4% | +80.5% | +113.9% |
| 1Y | +116.7% | +92.6% | +24.1% | +74.8% |
| 3Y | +199.8% | -6.1% | +205.9% | +196.0% |
| 5Y | +604.4% | +6.2% | +598.2% | +520.9% |
| All | +1,171.8% | +153.9% | +1,017.9% | +750.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling