+678.6%
MPC vs HUM
+2.1%
+676.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | +3.9% | +2.1% | +1.8% | +3.7% |
| 30D | +33.8% | +4.7% | +29.1% | +33.2% |
| 3M | +49.9% | +13.5% | +36.4% | +48.2% |
| 6M | +80.9% | +126.7% | -45.7% | +69.3% |
| YTD | +147.4% | +58.5% | +88.9% | +137.3% |
| 1Y | +123.2% | +31.7% | +91.5% | +116.7% |
| 3Y | +171.7% | -10.6% | +182.4% | +174.6% |
| 5Y | +678.6% | +2.5% | +676.1% | +641.0% |
| All | +678.6% | +2.1% | +676.5% | +641.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling