+287.6%
MP vs HWM
+1,512.7%
-1,225.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | +9.5% | +7.3% | +2.2% | +5.5% |
| 30D | -3.0% | +1.6% | -4.6% | -4.4% |
| 3M | -30.4% | -21.9% | -8.5% | -21.7% |
| 6M | -39.2% | -19.0% | -20.1% | -33.2% |
| YTD | -23.3% | +7.9% | -31.2% | -28.7% |
| 1Y | -32.6% | +9.9% | -42.6% | -38.0% |
| 3Y | +159.3% | +342.1% | -182.9% | -6.3% |
| 5Y | -16.4% | +600.8% | -617.2% | -77.6% |
| All | +287.6% | +1,512.7% | -1,225.1% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling