+751.4%
MPC vs USHY
+47.8%
+703.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -16.2% | -0.3% | -15.9% | -15.8% |
| 30D | -15.7% | 0.0% | -15.7% | -16.0% |
| 3M | +24.9% | -1.8% | +26.7% | +29.7% |
| 6M | +52.7% | -1.0% | +53.7% | +55.3% |
| YTD | +131.9% | +0.5% | +131.4% | +126.6% |
| 1Y | +96.6% | +1.9% | +94.8% | +85.8% |
| 3Y | +163.8% | +24.9% | +138.9% | +54.8% |
| 5Y | +533.1% | +18.8% | +514.3% | +333.5% |
| All | +751.4% | +47.8% | +703.6% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling