+678.6%
MPC vs USHY
+21.9%
+656.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +3.9% | 0.0% | +3.8% | +3.8% |
| 30D | +33.8% | 0.0% | +33.8% | +33.7% |
| 3M | +49.9% | +1.2% | +48.7% | +47.7% |
| 6M | +80.9% | +2.6% | +78.3% | +74.6% |
| YTD | +147.4% | +2.4% | +145.0% | +139.3% |
| 1Y | +123.2% | +4.2% | +119.0% | +111.0% |
| 3Y | +171.7% | +28.0% | +143.7% | +105.8% |
| 5Y | +678.6% | +21.8% | +656.8% | +586.7% |
| All | +678.6% | +21.9% | +656.7% | +586.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling