+629.2%
MPC vs HUT
+218.4%
+410.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.7% | +4.1% |
| 7D | -9.4% | +3.7% | -13.1% | -9.8% |
| 30D | -14.3% | -32.3% | +18.0% | -12.7% |
| 3M | +31.1% | -35.6% | +66.7% | +33.2% |
| 6M | +60.3% | -42.1% | +102.4% | +62.6% |
| YTD | +142.5% | +24.1% | +118.4% | +130.6% |
| 1Y | +104.6% | +27.9% | +76.7% | +92.9% |
| 3Y | +191.7% | +409.1% | -217.4% | +133.7% |
| 5Y | +549.2% | -25.9% | +575.2% | +456.6% |
| All | +629.2% | +218.4% | +410.8% | +321.3% |
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