-4.6%
HD vs MP
-35.7%
+31.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.1% | +11.6% | +6.6% |
| 7D | +11.9% | -12.5% | +24.5% | +12.1% |
| 30D | +26.4% | -23.3% | +49.8% | +26.8% |
| 3M | +2.8% | -24.4% | +27.2% | +3.3% |
| 6M | +15.5% | -45.8% | +61.2% | +16.2% |
| YTD | +5.5% | -28.9% | +34.5% | +5.8% |
| 1Y | -4.6% | -34.6% | +30.0% | -4.5% |
| All | -4.6% | -35.7% | +31.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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