-32.6%
MP vs HDB
-29.0%
-3.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +9.5% | +2.7% | +6.7% | +9.2% |
| 30D | -3.0% | +14.1% | -17.1% | -4.0% |
| 3M | -30.4% | +11.8% | -42.2% | -30.8% |
| 6M | -39.2% | +8.2% | -47.3% | -40.6% |
| YTD | -23.3% | -29.3% | +6.0% | -28.2% |
| 1Y | -32.6% | -28.8% | -3.9% | -37.6% |
| All | -32.6% | -29.0% | -3.6% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling