+1,079.5%
MPC vs HWM
+1,472.2%
-392.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -2.3% |
| 7D | -16.2% | +3.3% | -19.5% | -17.6% |
| 30D | -15.7% | -7.6% | -8.1% | -13.3% |
| 3M | +24.9% | -28.9% | +53.8% | +43.2% |
| 6M | +52.7% | -19.7% | +72.3% | +63.1% |
| YTD | +131.9% | +0.5% | +131.3% | +117.6% |
| 1Y | +96.6% | +0.3% | +96.4% | +84.3% |
| 3Y | +163.8% | +325.8% | -162.1% | +11.0% |
| 5Y | +533.1% | +524.7% | +8.4% | +111.9% |
| All | +1,079.5% | +1,472.2% | -392.7% | +155.0% |
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