-34.6%
MP vs HBM
+47.3%
-81.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.6% | -8.7% | -7.1% |
| 7D | -12.5% | -5.8% | -6.7% | -9.7% |
| 30D | -23.3% | -18.5% | -4.8% | -14.3% |
| 3M | -24.4% | -10.3% | -14.1% | -20.2% |
| 6M | -45.8% | +2.1% | -47.9% | -48.5% |
| YTD | -28.9% | +12.0% | -41.0% | -39.3% |
| 1Y | -34.6% | +49.8% | -84.3% | -55.4% |
| All | -34.6% | +47.3% | -81.9% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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