+139.2%
HPQ vs MP
+450.8%
-311.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | +6.9% | -2.9% | +9.8% | +7.3% |
| 30D | +14.4% | +13.8% | +0.6% | +12.4% |
| 3M | +25.6% | -16.7% | +42.3% | +27.7% |
| 6M | +75.0% | -11.5% | +86.5% | +75.2% |
| YTD | +50.7% | +7.9% | +42.8% | +45.6% |
| 1Y | +18.7% | -15.0% | +33.7% | +16.8% |
| 3Y | +21.5% | +153.5% | -132.0% | -6.2% |
| 5Y | +31.6% | +58.7% | -27.1% | +7.9% |
| All | +139.2% | +450.8% | -311.6% | +75.3% |
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