+117.2%
MPC vs HWM
+5.4%
+111.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.3% | -3.8% | -8.7% |
| 7D | -10.9% | +9.4% | -20.3% | -9.4% |
| 30D | -9.4% | -7.0% | -2.4% | -10.6% |
| 3M | +26.0% | -25.9% | +51.8% | +18.5% |
| 6M | +56.5% | -10.8% | +67.3% | +54.5% |
| YTD | +144.3% | +4.3% | +139.9% | +134.7% |
| 1Y | +117.2% | +4.4% | +112.9% | +116.0% |
| All | +117.2% | +5.4% | +111.9% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling