+23.5%
HPQ vs MP
-35.6%
+59.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.6% |
| 7D | +3.2% | +9.5% | -6.3% | +2.9% |
| 30D | -3.6% | -3.0% | -0.6% | -3.4% |
| 3M | -5.3% | -30.4% | +25.1% | -4.2% |
| 6M | +41.1% | -39.2% | +80.3% | +44.1% |
| YTD | +36.9% | -23.3% | +60.1% | +36.1% |
| 1Y | +23.5% | -32.6% | +56.2% | +24.2% |
| All | +23.5% | -35.6% | +59.1% | +24.2% |
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