-6.1%
MP vs HDB
-22.5%
+16.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.4% | +1.7% |
| 7D | -3.6% | +12.7% | -16.3% | -8.2% |
| 30D | -21.0% | +16.6% | -37.6% | -25.9% |
| 3M | -33.3% | +10.8% | -44.1% | -36.3% |
| 6M | -45.9% | +3.8% | -49.8% | -47.6% |
| YTD | -27.8% | -28.9% | +1.1% | -17.3% |
| 1Y | -43.2% | -28.0% | -15.2% | -35.4% |
| 3Y | +144.0% | -7.2% | +151.2% | +127.2% |
| 5Y | -6.1% | -22.2% | +16.1% | +0.2% |
| All | -6.1% | -22.5% | +16.4% | +0.2% |
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