+267.3%
MP vs HBM
+700.0%
-432.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +2.3% | -1.3% | +3.5% | +3.0% |
| 30D | -15.3% | -14.8% | -0.5% | -8.6% |
| 3M | -33.5% | -20.7% | -12.8% | -26.0% |
| 6M | -45.5% | -13.9% | -31.6% | -42.7% |
| YTD | -27.3% | +10.6% | -37.9% | -32.9% |
| 1Y | -40.7% | +32.4% | -73.1% | -49.9% |
| 3Y | +145.9% | +432.0% | -286.2% | +0.6% |
| 5Y | -13.9% | +205.5% | -219.4% | -57.6% |
| All | +267.3% | +700.0% | -432.7% | +47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling