+445.3%
MP vs HWM
+1,792.2%
-1,346.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -2.9% | -2.1% | -0.7% | -2.0% |
| 30D | +13.8% | -11.0% | +24.8% | +20.8% |
| 3M | -16.7% | +4.0% | -20.7% | -18.9% |
| 6M | -11.5% | -0.2% | -11.3% | -12.3% |
| YTD | +7.9% | +26.7% | -18.7% | -6.8% |
| 1Y | -15.0% | +44.7% | -59.8% | -31.9% |
| 3Y | +153.5% | +426.1% | -272.6% | -16.0% |
| 5Y | +58.7% | +738.5% | -679.8% | -61.0% |
| All | +445.3% | +1,792.2% | -1,346.9% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling