+114.4%
HPE vs MDT
+11.9%
+102.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -2.5% |
| 7D | +7.9% | +1.0% | +6.8% | +8.6% |
| 30D | -23.5% | +9.2% | -32.6% | -18.4% |
| 3M | -19.1% | +14.5% | -33.6% | -10.6% |
| 6M | +51.4% | +37.3% | +14.1% | +80.1% |
| YTD | +103.4% | +9.8% | +93.6% | +138.1% |
| 1Y | +114.4% | +10.5% | +103.9% | +150.6% |
| All | +114.4% | +11.9% | +102.5% | +150.6% |
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