+129.2%
HPE vs MDT
+5.4%
+123.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.0% |
| 7D | -0.6% | +3.2% | -3.8% | +0.7% |
| 30D | -2.3% | +9.5% | -11.8% | +1.4% |
| 3M | -2.9% | +16.0% | -18.8% | +3.7% |
| 6M | +143.6% | +0.2% | +143.4% | +162.3% |
| YTD | +118.5% | -0.3% | +118.8% | +134.7% |
| 1Y | +129.2% | +4.7% | +124.5% | +148.9% |
| All | +129.2% | +5.4% | +123.8% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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