+274.5%
MP vs HDB
+24.1%
+250.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | +11.0% | +4.1% | +6.9% | +9.3% |
| 30D | -11.7% | +13.0% | -24.7% | -16.2% |
| 3M | -30.8% | +11.3% | -42.0% | -34.1% |
| 6M | -42.9% | +6.9% | -49.8% | -45.5% |
| YTD | -25.9% | -29.6% | +3.8% | -15.2% |
| 1Y | -37.3% | -29.5% | -7.8% | -28.3% |
| 3Y | +150.7% | -8.1% | +158.8% | +138.8% |
| 5Y | -19.3% | -23.4% | +4.1% | -16.8% |
| All | +274.5% | +24.1% | +250.4% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling