+117.2%
MPC vs USHY
+1.9%
+115.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.7% | -8.8% | -6.8% |
| 7D | -10.9% | -0.2% | -10.7% | -11.0% |
| 30D | -9.4% | +0.7% | -10.1% | -8.0% |
| 3M | +26.0% | -2.2% | +28.2% | +23.2% |
| 6M | +56.5% | -0.9% | +57.4% | +56.1% |
| YTD | +144.3% | +0.2% | +144.1% | +145.5% |
| 1Y | +117.2% | +1.7% | +115.5% | +111.0% |
| All | +117.2% | +1.9% | +115.4% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling