+254.1%
MP vs HWM
+1,402.1%
-1,148.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +3.7% |
| 7D | -10.5% | +3.3% | -13.8% | -12.3% |
| 30D | -23.5% | -7.6% | -15.9% | -20.7% |
| 3M | -25.4% | -28.9% | +3.5% | -11.9% |
| 6M | -51.3% | -19.7% | -31.6% | -46.5% |
| YTD | -29.9% | +0.5% | -30.4% | -32.4% |
| 1Y | -31.8% | +0.3% | -32.1% | -34.0% |
| 3Y | +127.0% | +325.8% | -198.9% | -17.0% |
| 5Y | -3.3% | +524.7% | -528.0% | -72.5% |
| All | +254.1% | +1,402.1% | -1,148.0% | -25.4% |
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