-19.3%
MP vs HBM
+203.5%
-222.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.7% |
| 7D | +11.0% | +5.1% | +5.9% | +8.2% |
| 30D | -11.7% | -15.8% | +4.1% | -3.6% |
| 3M | -30.8% | -22.4% | -8.4% | -21.6% |
| 6M | -42.9% | -20.2% | -22.7% | -37.2% |
| YTD | -25.9% | +9.0% | -34.9% | -31.9% |
| 1Y | -37.3% | +27.4% | -64.6% | -47.0% |
| 3Y | +150.7% | +424.2% | -273.6% | -8.0% |
| 5Y | -19.3% | +196.1% | -215.4% | -61.3% |
| All | -19.3% | +203.5% | -222.8% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling