+563.1%
HPE vs MDT
+39.8%
+523.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.7% | +13.2% | +12.8% |
| 7D | +19.4% | -3.4% | +22.8% | +21.2% |
| 30D | +5.6% | +0.2% | +5.4% | +5.2% |
| 3M | +33.1% | +14.3% | +18.8% | +23.0% |
| 6M | +192.5% | +4.0% | +188.5% | +181.9% |
| YTD | +160.9% | -3.7% | +164.6% | +160.8% |
| 1Y | +155.0% | -0.4% | +155.3% | +149.2% |
| 3Y | +289.4% | +23.3% | +266.1% | +229.3% |
| 5Y | +395.7% | -18.9% | +414.5% | +432.9% |
| All | +563.1% | +39.8% | +523.3% | +435.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling