+50.3%
HD vs MP
+450.8%
-400.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | -2.1% | -2.9% | +0.8% | -1.9% |
| 30D | -8.4% | +13.8% | -22.2% | -9.3% |
| 3M | +4.3% | -16.7% | +21.0% | +5.2% |
| 6M | -11.1% | -11.5% | +0.4% | -11.2% |
| YTD | -4.7% | +7.9% | -12.6% | -6.4% |
| 1Y | -19.8% | -15.0% | -4.8% | -20.6% |
| 3Y | +4.1% | +153.5% | -149.4% | -10.5% |
| 5Y | +10.3% | +58.7% | -48.3% | -2.7% |
| All | +50.3% | +450.8% | -400.5% | +23.1% |
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