+3,215.7%
MPC vs HUM
+530.5%
+2,685.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.9% |
| 7D | +2.6% | +6.9% | -4.3% | +0.6% |
| 30D | -12.2% | +3.2% | -15.4% | -13.1% |
| 3M | +20.1% | +20.0% | +0.1% | +13.5% |
| 6M | +60.6% | +63.5% | -2.9% | +38.1% |
| YTD | +150.6% | +75.9% | +74.7% | +107.4% |
| 1Y | +104.7% | +85.7% | +18.9% | +66.3% |
| 3Y | +194.5% | -6.1% | +200.6% | +183.0% |
| 5Y | +582.3% | +5.1% | +577.2% | +501.9% |
| 10Y | +1,135.3% | +151.6% | +983.7% | +689.5% |
| All | +3,215.7% | +530.5% | +2,685.2% | +1,281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling