-31.8%
MP vs HWM
+0.1%
-31.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +3.9% |
| 7D | -10.5% | +3.3% | -13.8% | -11.8% |
| 30D | -23.5% | -7.6% | -15.9% | -20.6% |
| 3M | -25.4% | -28.9% | +3.5% | -11.4% |
| 6M | -51.3% | -19.7% | -31.6% | -46.8% |
| YTD | -29.9% | +0.5% | -30.4% | -41.6% |
| 1Y | -31.8% | +0.3% | -32.1% | -38.3% |
| All | -31.8% | +0.1% | -31.9% | -38.3% |
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