+237.4%
MP vs HBM
+650.4%
-413.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.4% | +1.3% | -2.5% |
| 7D | -19.0% | -11.9% | -7.1% | -13.9% |
| 30D | -30.5% | -23.6% | -6.8% | -20.9% |
| 3M | -29.6% | -20.5% | -9.1% | -21.7% |
| 6M | -50.4% | -7.9% | -42.6% | -49.6% |
| YTD | -33.2% | +3.8% | -37.0% | -36.4% |
| 1Y | -38.6% | +31.7% | -70.3% | -47.9% |
| 3Y | +105.5% | +342.4% | -236.9% | -8.4% |
| 5Y | -7.8% | +205.5% | -213.3% | -54.2% |
| All | +237.4% | +650.4% | -413.0% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling