+127.0%
MP vs HWM
+330.6%
-203.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.2% |
| 7D | -10.5% | +3.3% | -13.8% | -11.5% |
| 30D | -23.5% | -7.6% | -15.9% | -21.7% |
| 3M | -25.4% | -28.9% | +3.5% | -17.2% |
| 6M | -51.3% | -19.7% | -31.6% | -48.1% |
| YTD | -29.9% | +0.5% | -30.4% | -30.6% |
| 1Y | -31.8% | +0.3% | -32.1% | -32.4% |
| 3Y | +127.0% | +325.8% | -198.9% | +78.6% |
| All | +127.0% | +330.6% | -203.6% | +78.6% |
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