+116.3%
MP vs HDB
-12.6%
+128.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.6% | -6.3% |
| 7D | -19.0% | +13.3% | -32.3% | -20.6% |
| 30D | -30.5% | +10.2% | -40.6% | -31.5% |
| 3M | -29.6% | +3.6% | -33.1% | -29.9% |
| 6M | -50.4% | -0.5% | -49.9% | -50.6% |
| YTD | -33.2% | -32.4% | -0.8% | -29.4% |
| 1Y | -38.6% | -31.1% | -7.5% | -35.4% |
| All | +116.3% | -12.6% | +128.9% | +108.6% |
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 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