+104.7%
MPC vs HUM
+88.4%
+16.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.3% |
| 7D | +2.6% | +6.9% | -4.3% | +2.2% |
| 30D | -12.2% | +3.2% | -15.4% | -12.4% |
| 3M | +20.1% | +20.0% | +0.1% | +18.3% |
| 6M | +60.6% | +63.5% | -2.9% | +53.3% |
| YTD | +150.6% | +75.9% | +74.7% | +135.6% |
| 1Y | +104.7% | +85.7% | +18.9% | +93.0% |
| All | +104.7% | +88.4% | +16.2% | +93.0% |
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