+264.6%
MP vs HBM
+700.3%
-435.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.0% | -2.0% | +0.5% |
| 7D | -3.6% | +2.4% | -6.0% | -4.8% |
| 30D | -21.0% | -16.0% | -5.0% | -14.1% |
| 3M | -33.3% | -21.3% | -12.0% | -25.5% |
| 6M | -45.9% | -12.2% | -33.7% | -43.7% |
| YTD | -27.8% | +10.7% | -38.5% | -33.4% |
| 1Y | -43.2% | +30.3% | -73.5% | -51.7% |
| 3Y | +144.0% | +432.2% | -288.2% | -0.1% |
| 5Y | -6.1% | +218.8% | -224.9% | -54.5% |
| All | +264.6% | +700.3% | -435.7% | +46.8% |
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