+116.3%
MP vs HWM
+320.3%
-204.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.9% | -0.1% | -4.2% |
| 7D | -19.0% | -2.4% | -16.5% | -18.4% |
| 30D | -30.5% | -13.3% | -17.2% | -27.3% |
| 3M | -29.6% | -31.0% | +1.5% | -21.0% |
| 6M | -50.4% | -17.1% | -33.3% | -47.8% |
| YTD | -33.2% | -1.9% | -31.4% | -33.4% |
| 1Y | -38.6% | -2.4% | -36.2% | -38.6% |
| All | +116.3% | +320.3% | -204.1% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling