-31.8%
MP vs HBM
+32.9%
-64.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.0% |
| 7D | -10.5% | -3.6% | -6.9% | -8.7% |
| 30D | -23.5% | -19.2% | -4.4% | -14.0% |
| 3M | -25.4% | -20.5% | -4.9% | -15.7% |
| 6M | -51.3% | -12.8% | -38.4% | -49.1% |
| YTD | -29.9% | +5.4% | -35.3% | -38.6% |
| 1Y | -31.8% | +33.0% | -64.8% | -50.7% |
| All | -31.8% | +32.9% | -64.7% | -50.7% |
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