+127.0%
MP vs HBM
+348.5%
-221.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.1% |
| 7D | -10.5% | -3.6% | -6.9% | -8.9% |
| 30D | -23.5% | -19.2% | -4.4% | -14.8% |
| 3M | -25.4% | -20.5% | -4.9% | -16.5% |
| 6M | -51.3% | -12.8% | -38.4% | -49.0% |
| YTD | -29.9% | +5.4% | -35.3% | -34.2% |
| 1Y | -31.8% | +33.0% | -64.8% | -43.1% |
| 3Y | +127.0% | +357.3% | -230.3% | -22.0% |
| All | +127.0% | +348.5% | -221.5% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling