+153.3%
MP vs HDB
-24.6%
+177.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | +13.8% | -2.8% | +16.6% | +14.5% |
| 3M | -16.7% | -3.5% | -13.2% | -16.8% |
| 6M | -11.5% | -24.7% | +13.2% | -6.7% |
| YTD | +7.9% | -36.6% | +44.5% | +17.6% |
| 1Y | -15.0% | -34.4% | +19.3% | -8.3% |
| All | +153.3% | -24.6% | +177.8% | +153.5% |
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