+163.8%
MPC vs HDB
-11.1%
+174.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.1% |
| 7D | -16.2% | +13.3% | -29.5% | -15.6% |
| 30D | -15.7% | +13.6% | -29.3% | -15.1% |
| 3M | +24.9% | +5.8% | +19.1% | +25.4% |
| 6M | +52.7% | -1.9% | +54.6% | +53.0% |
| YTD | +131.9% | -31.2% | +163.1% | +138.3% |
| 1Y | +96.6% | -29.6% | +126.2% | +101.5% |
| 3Y | +163.8% | -10.1% | +173.9% | +152.0% |
| All | +163.8% | -11.1% | +174.9% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling