+66.4%
HD vs MP
+262.7%
-196.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.1% | +11.6% | +6.8% |
| 7D | +11.9% | -12.5% | +24.5% | +12.8% |
| 30D | +26.4% | -23.3% | +49.8% | +28.4% |
| 3M | +2.8% | -24.4% | +27.2% | +4.4% |
| 6M | +15.5% | -45.8% | +61.2% | +19.3% |
| YTD | +5.5% | -28.9% | +34.5% | +6.3% |
| 1Y | -4.6% | -34.6% | +30.0% | -3.7% |
| 3Y | +29.9% | +118.7% | -88.8% | +11.9% |
| 5Y | +8.4% | -3.1% | +11.5% | -1.6% |
| All | +66.4% | +262.7% | -196.3% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling