+130.6%
HPE vs MDB
+11.9%
+118.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.3% | -10.6% | -6.9% |
| 7D | +1.4% | -2.8% | +4.2% | +1.9% |
| 30D | +1.5% | -14.9% | +16.4% | +3.8% |
| 3M | +21.7% | +7.3% | +14.4% | +19.3% |
| 6M | +164.2% | +38.2% | +126.0% | +147.4% |
| YTD | +132.1% | -10.9% | +143.0% | +132.2% |
| 1Y | +130.6% | +11.6% | +119.0% | +120.8% |
| All | +130.6% | +11.9% | +118.7% | +120.8% |
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