+370.3%
HPE vs MDT
+62.9%
+307.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -4.5% |
| 7D | +7.9% | +1.0% | +6.8% | +7.4% |
| 30D | -23.5% | +9.2% | -32.6% | -26.8% |
| 3M | -19.1% | +14.5% | -33.6% | -24.8% |
| 6M | +51.4% | +37.3% | +14.1% | +26.7% |
| YTD | +103.4% | +9.8% | +93.6% | +89.9% |
| 1Y | +114.4% | +10.5% | +103.9% | +99.0% |
| 3Y | +224.7% | +57.4% | +167.2% | +140.1% |
| 5Y | +277.8% | +1.2% | +276.6% | +258.9% |
| All | +370.3% | +62.9% | +307.3% | +241.1% |
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