+19.6%
HPQ vs MP
+161.0%
-141.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.4% |
| 7D | +3.2% | +9.5% | -6.3% | +2.5% |
| 30D | -3.6% | -3.0% | -0.6% | -3.5% |
| 3M | -5.3% | -30.4% | +25.1% | -3.1% |
| 6M | +41.1% | -39.2% | +80.3% | +45.6% |
| YTD | +36.9% | -23.3% | +60.1% | +37.1% |
| 1Y | +23.5% | -32.6% | +56.2% | +24.9% |
| 3Y | +19.6% | +159.3% | -139.7% | -1.8% |
| All | +19.6% | +161.0% | -141.4% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling