+167.0%
MPC vs HUT
+281.3%
-114.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.1% | +2.2% | -3.7% |
| 7D | -12.8% | -30.8% | +18.1% | -11.8% |
| 30D | -12.7% | -50.2% | +37.4% | -11.0% |
| 3M | +27.1% | -50.5% | +77.5% | +29.4% |
| 6M | +45.8% | -42.9% | +88.7% | +46.4% |
| YTD | +134.7% | 0.0% | +134.7% | +126.6% |
| 1Y | +106.0% | -2.2% | +108.3% | +98.1% |
| All | +167.0% | +281.3% | -114.3% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling