+1,101.3%
MPC vs HWM
+1,135.2%
-33.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.9% | +2.0% | -1.3% |
| 7D | -12.8% | -2.4% | -10.3% | -12.1% |
| 30D | -12.7% | -13.3% | +0.5% | -7.7% |
| 3M | +27.1% | -31.0% | +58.1% | +47.6% |
| 6M | +45.8% | -17.1% | +62.9% | +53.1% |
| YTD | +134.7% | -1.9% | +136.6% | +122.7% |
| 1Y | +106.0% | -2.4% | +108.5% | +95.5% |
| 3Y | +165.5% | +322.2% | -156.7% | +12.1% |
| 5Y | +540.9% | +509.8% | +31.1% | +117.3% |
| 10Y | +1,133.6% | +1,453.8% | -320.2% | +168.7% |
| All | +1,101.3% | +1,135.2% | -33.9% | +166.3% |
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