$30M invested and 3%+ return in April, $1M return on paper. You could lose this $1M in May if you don't manage your risk correct, or you just don't have the luck in May.
Higher return means higher risk. Investment is not just about making money, it is also about managing the risk. There are plenty stories about billion dollar hedge funds went bankrupt. The most famous one was long-Term Capital Management in 1998.