+116.4%
HPE vs MDB
-8.5%
+125.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -5.3% |
| 7D | -17.0% | -16.5% | -0.4% | -14.4% |
| 30D | -26.7% | -8.6% | -18.1% | -25.4% |
| 3M | -4.1% | -13.6% | +9.4% | -2.7% |
| 6M | +75.4% | +24.1% | +51.4% | +69.3% |
| YTD | +111.0% | -21.8% | +132.8% | +113.3% |
| 1Y | +116.4% | -7.7% | +124.2% | +115.0% |
| All | +116.4% | -8.5% | +125.0% | +115.0% |
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