+23.1%
HPQ vs MP
-42.0%
+65.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | -3.2% | +2.3% | -5.5% | -3.3% |
| 30D | -3.0% | -15.3% | +12.2% | -2.5% |
| 3M | +0.6% | -33.5% | +34.1% | +1.8% |
| 6M | +36.6% | -45.5% | +82.1% | +39.7% |
| YTD | +35.0% | -27.3% | +62.3% | +34.7% |
| 1Y | +23.1% | -40.7% | +63.8% | +24.9% |
| All | +23.1% | -42.0% | +65.1% | +24.9% |
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