+163.8%
MPC vs HWM
+330.9%
-167.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.5% |
| 7D | -16.2% | +3.4% | -19.6% | -16.5% |
| 30D | -15.7% | -7.5% | -8.2% | -14.9% |
| 3M | +24.9% | -28.9% | +53.8% | +30.2% |
| 6M | +52.7% | -19.6% | +72.3% | +55.5% |
| YTD | +131.9% | +0.6% | +131.3% | +121.1% |
| 1Y | +96.6% | +0.3% | +96.3% | +87.5% |
| 3Y | +163.8% | +326.1% | -162.4% | +68.5% |
| All | +163.8% | +330.9% | -167.1% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling