-37.3%
MP vs HBM
+31.2%
-68.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.8% |
| 7D | +11.0% | +5.1% | +5.9% | +8.0% |
| 30D | -11.7% | -15.8% | +4.1% | -3.2% |
| 3M | -30.8% | -22.4% | -8.4% | -21.0% |
| 6M | -42.9% | -20.2% | -22.7% | -36.8% |
| YTD | -25.9% | +9.0% | -34.9% | -34.3% |
| 1Y | -37.3% | +27.4% | -64.6% | -49.4% |
| All | -37.3% | +31.2% | -68.5% | -49.4% |
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