+675.5%
MPC vs HUT
+221.4%
+454.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +0.9% |
| 7D | +11.2% | +9.3% | +1.9% | +10.6% |
| 30D | -14.5% | -23.1% | +8.6% | -13.5% |
| 3M | +16.7% | -30.6% | +47.3% | +18.1% |
| 6M | +67.6% | -46.9% | +114.4% | +70.9% |
| YTD | +157.9% | +25.3% | +132.6% | +145.0% |
| 1Y | +116.7% | +59.8% | +56.8% | +101.4% |
| 3Y | +199.8% | +467.2% | -267.4% | +138.3% |
| 5Y | +604.4% | -24.6% | +629.1% | +503.3% |
| All | +675.5% | +221.4% | +454.1% | +347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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