Portfolio Performance & Return Attribution Dashboard

Meridian Capital Partners · Q1 2024 YTD · $4.2B AUM
Net Alpha YTD
+1.24%
vs MSCI World
Sharpe Ratio (36M)
1.14
+0.08 QoQ
Active Share
74.2
+2.4 pts QoQ
Differentiation ↑
Max Drawdown
-8.7%
23 days recovery
Mar stress
Turnover Rate
34.6%
12bps cost drag
ESG Score
7.8
vs 7.0 floor
Mandate OK

Brinson-Hood-Beebower Return Attribution (Q1 2024 YTD)

Selection Effect · Allocation Effect · Interaction Effect → Net Alpha

Factor Exposure Drift (Barra Risk Model)

Current vs. Prior Quarter Factor Loadings

Active Share vs. Benchmark Concentration

Portfolio Differentiation Trend (Quarterly)

Drawdown Profile

Underwater Curve (Q1 2024)

Rolling Sharpe (36M)

Risk-Adjusted Return Quality

Sortino Ratio

Downside Risk-Adjusted (36M)

Active Sector Bets vs. MSCI World

Benchmark-Relative Weight Deviation (Overweight = Positive, Underweight = Negative)

Liquidity Score by Sleeve

Days to Liquidate 20% at 10% ADV Cap

Turnover vs. Transaction Cost

Realized Cost Drag per Sleeve (bps)

Top Holdings Attribution Detail

Security-Level Contribution to Q1 YTD Return (Top 8 by Absolute Contribution)
Security Sleeve Weight % Total Return % Contribution bps Selection Effect Allocation Effect
MSFT US Equity US Equity 3.42 +14.2 +48 +32 +16
NVDA US Equity US Equity 2.18 +26.7 +36 +38 -2
AAPL US Equity US Equity 2.94 +7.8 +23 +14 +9
ASML NA Equity Europe Equity 1.76 +18.4 +22 +19 +3
TSLA US Equity US Equity 1.12 -12.4 -14 -18 +4
TENCENT HK Equity EM Equity 1.84 -8.6 -16 -12 -4
RELIANCE IN Equity EM Equity 1.34 -6.2 -8 -9 +1
JPM 4.5% 2026 IG Credit 2.08 +2.9 +6 +4 +2
Benchmark Used: MSCI World (Net)
Reporting Currency: USD
Data as of: March 31, 2024