-40.7%
MP vs HWM
+7.8%
-48.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | -0.3% |
| 7D | +2.3% | +5.0% | -2.7% | +0.1% |
| 30D | -15.3% | +1.5% | -16.8% | -15.8% |
| 3M | -33.5% | -20.3% | -13.2% | -25.6% |
| 6M | -45.5% | -18.0% | -27.5% | -40.0% |
| YTD | -27.3% | +9.5% | -36.8% | -40.7% |
| 1Y | -40.7% | +7.5% | -48.2% | -48.1% |
| All | -40.7% | +7.8% | -48.5% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling