+445.3%
MP vs HBM
+899.9%
-454.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | -2.9% | -6.4% | +3.5% | +0.2% |
| 30D | +13.8% | +5.9% | +7.9% | +10.6% |
| 3M | -16.7% | -8.9% | -7.8% | -13.9% |
| 6M | -11.5% | +10.7% | -22.2% | -17.6% |
| YTD | +7.9% | +38.3% | -30.3% | -10.2% |
| 1Y | -15.0% | +121.3% | -136.4% | -44.1% |
| 3Y | +153.5% | +450.6% | -297.1% | +1.6% |
| 5Y | +58.7% | +338.0% | -279.3% | -32.7% |
| All | +445.3% | +899.9% | -454.6% | +97.9% |
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