+1,106.2%
MPC vs HWM
+1,636.6%
-530.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +2.4% |
| 7D | -9.4% | +1.6% | -11.0% | -10.0% |
| 30D | -14.3% | -3.9% | -10.4% | -13.4% |
| 3M | +31.1% | -23.2% | +54.3% | +45.2% |
| 6M | +60.3% | -20.0% | +80.2% | +72.2% |
| YTD | +142.5% | +5.7% | +136.8% | +122.6% |
| 1Y | +104.6% | +4.9% | +99.7% | +88.0% |
| 3Y | +191.7% | +347.0% | -155.3% | +20.2% |
| 5Y | +549.2% | +563.0% | -13.8% | +111.5% |
| 10Y | +1,106.2% | +1,579.2% | -472.9% | +152.0% |
| All | +1,106.2% | +1,636.6% | -530.4% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling