+129.2%
HPE vs MDB
+18.3%
+110.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -3.8% |
| 7D | -0.6% | -17.4% | +16.8% | +2.4% |
| 30D | -2.3% | -2.0% | -0.3% | -2.6% |
| 3M | -2.9% | -3.0% | +0.1% | -2.8% |
| 6M | +143.6% | +48.7% | +94.9% | +125.0% |
| YTD | +118.5% | -12.1% | +130.7% | +119.6% |
| 1Y | +129.2% | +14.5% | +114.7% | +117.6% |
| All | +129.2% | +18.3% | +110.9% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling