+362.8%
HPE vs MDB
-24.3%
+387.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +5.0% |
| 7D | +13.6% | -4.5% | +18.2% | +14.4% |
| 30D | +7.7% | -14.0% | +21.7% | +9.7% |
| 3M | +22.4% | +5.3% | +17.1% | +20.4% |
| 6M | +172.6% | +31.9% | +140.7% | +157.8% |
| YTD | +147.5% | -14.6% | +162.1% | +147.7% |
| 1Y | +151.8% | +8.2% | +143.5% | +142.4% |
| 3Y | +267.1% | -5.0% | +272.1% | +239.7% |
| 5Y | +362.8% | -24.5% | +387.3% | +306.5% |
| All | +362.8% | -24.3% | +387.0% | +306.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling