+121.7%
MPC vs USHY
+4.0%
+117.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.2% |
| 7D | +3.2% | -0.1% | +3.4% | +3.1% |
| 30D | +25.0% | 0.0% | +25.1% | +25.0% |
| 3M | +55.2% | +0.8% | +54.3% | +56.2% |
| 6M | +86.4% | +1.9% | +84.5% | +89.7% |
| YTD | +148.5% | +2.3% | +146.2% | +151.8% |
| 1Y | +121.7% | +4.1% | +117.6% | +117.4% |
| All | +121.7% | +4.0% | +117.7% | +117.4% |
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