-10.9%
MP vs HDB
-23.2%
+12.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +9.5% | +2.7% | +6.7% | +8.3% |
| 30D | -3.0% | +14.1% | -17.1% | -8.2% |
| 3M | -30.4% | +11.8% | -42.2% | -33.7% |
| 6M | -39.2% | +8.2% | -47.3% | -42.2% |
| YTD | -23.3% | -29.3% | +6.0% | -12.0% |
| 1Y | -32.6% | -28.8% | -3.9% | -23.1% |
| 3Y | +159.3% | -7.5% | +166.7% | +141.7% |
| All | -10.9% | -23.2% | +12.3% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling