+1,138.1%
MPC vs HWM
+1,494.1%
-355.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +5.4% | -2.1% | +7.5% | +6.2% |
| 30D | +31.0% | -11.0% | +42.0% | +37.6% |
| 3M | +46.0% | +4.0% | +42.0% | +41.5% |
| 6M | +77.3% | -0.2% | +77.5% | +72.0% |
| YTD | +141.9% | +26.7% | +115.3% | +107.5% |
| 1Y | +120.9% | +44.7% | +76.2% | +76.3% |
| 3Y | +182.7% | +426.1% | -243.4% | +9.6% |
| 5Y | +646.4% | +738.5% | -92.1% | +120.6% |
| All | +1,138.1% | +1,494.1% | -355.9% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling