+564.6%
MPC vs HDB
-22.5%
+587.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -8.8% | +12.7% | -21.6% | -9.8% |
| 30D | -14.4% | +16.6% | -31.0% | -15.5% |
| 3M | +21.9% | +10.8% | +11.2% | +20.8% |
| 6M | +60.1% | +3.8% | +56.3% | +59.2% |
| YTD | +142.3% | -28.9% | +171.2% | +155.6% |
| 1Y | +101.7% | -28.0% | +129.7% | +112.1% |
| 3Y | +184.8% | -7.2% | +191.9% | +179.0% |
| 5Y | +564.6% | -22.2% | +586.9% | +580.1% |
| All | +564.6% | -22.5% | +587.1% | +580.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling