+127.0%
MP vs HDB
-11.1%
+138.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.2% | +4.7% |
| 7D | -10.5% | +13.3% | -23.9% | -12.3% |
| 30D | -23.5% | +13.6% | -37.1% | -25.1% |
| 3M | -25.4% | +5.8% | -31.2% | -26.0% |
| 6M | -51.3% | -1.9% | -49.3% | -51.2% |
| YTD | -29.9% | -31.2% | +1.3% | -26.1% |
| 1Y | -31.8% | -29.6% | -2.3% | -28.5% |
| 3Y | +127.0% | -10.1% | +137.1% | +118.4% |
| All | +127.0% | -11.1% | +138.1% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling