+1,079.5%
MPC vs HDB
+57.5%
+1,022.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.9% |
| 7D | -16.2% | +13.3% | -29.5% | -20.5% |
| 30D | -15.7% | +13.6% | -29.3% | -20.2% |
| 3M | +24.9% | +5.8% | +19.1% | +21.1% |
| 6M | +52.7% | -1.9% | +54.6% | +51.0% |
| YTD | +131.9% | -31.2% | +163.1% | +164.7% |
| 1Y | +96.6% | -29.6% | +126.2% | +121.7% |
| 3Y | +163.8% | -10.1% | +173.9% | +153.0% |
| 5Y | +533.1% | -24.3% | +557.5% | +540.2% |
| All | +1,079.5% | +57.5% | +1,022.0% | +752.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling