+353.9%
HPE vs MDB
+912.7%
-558.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.5% |
| 7D | +7.9% | +6.8% | +1.0% | +6.9% |
| 30D | -23.5% | -6.2% | -17.3% | -22.7% |
| 3M | -19.1% | -29.2% | +10.2% | -15.7% |
| 6M | +51.4% | +10.3% | +41.1% | +47.8% |
| YTD | +103.4% | -20.4% | +123.8% | +105.0% |
| 1Y | +114.4% | -4.8% | +119.2% | +110.4% |
| 3Y | +224.7% | -11.6% | +236.2% | +207.7% |
| 5Y | +277.8% | -41.0% | +318.8% | +252.2% |
| All | +353.9% | +912.7% | -558.8% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling