+22.4%
HPQ vs MP
+154.2%
-131.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.1% |
| 7D | +6.9% | -2.9% | +9.8% | +7.2% |
| 30D | +14.4% | +13.8% | +0.6% | +13.2% |
| 3M | +25.6% | -16.7% | +42.3% | +27.1% |
| 6M | +75.0% | -11.5% | +86.5% | +75.3% |
| YTD | +50.7% | +7.9% | +42.8% | +47.6% |
| 1Y | +18.7% | -15.0% | +33.7% | +17.8% |
| All | +22.4% | +154.2% | -131.8% | -3.6% |
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