+452.3%
HPE vs MDB
+986.0%
-533.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +5.0% |
| 7D | +13.6% | -4.5% | +18.2% | +14.3% |
| 30D | +7.7% | -14.0% | +21.7% | +9.5% |
| 3M | +22.4% | +5.3% | +17.1% | +20.7% |
| 6M | +172.6% | +31.9% | +140.7% | +159.6% |
| YTD | +147.5% | -14.6% | +162.1% | +147.7% |
| 1Y | +151.8% | +8.2% | +143.5% | +143.6% |
| 3Y | +267.1% | -5.0% | +272.1% | +244.9% |
| 5Y | +362.8% | -24.5% | +387.3% | +320.0% |
| All | +452.3% | +986.0% | -533.7% | +211.7% |
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