+3,005.7%
MPC vs HDB
+247.1%
+2,758.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.5% | -5.4% | -4.5% |
| 7D | -12.8% | +13.3% | -26.1% | -17.3% |
| 30D | -12.7% | +10.2% | -22.9% | -16.4% |
| 3M | +27.1% | +3.6% | +23.5% | +24.2% |
| 6M | +45.8% | -0.5% | +46.3% | +43.0% |
| YTD | +134.7% | -32.4% | +167.1% | +168.3% |
| 1Y | +106.0% | -31.1% | +137.1% | +133.1% |
| 3Y | +165.5% | -12.6% | +178.1% | +159.7% |
| 5Y | +540.9% | -25.7% | +566.6% | +553.5% |
| 10Y | +1,133.6% | +56.5% | +1,077.1% | +751.2% |
| All | +3,005.7% | +247.1% | +2,758.5% | +1,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling