+340.8%
HPE vs MDT
-19.9%
+360.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -6.2% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | +1.5% | +1.0% | +0.5% | +1.2% |
| 3M | +21.7% | +15.2% | +6.5% | +17.1% |
| 6M | +164.2% | +3.7% | +160.5% | +162.3% |
| YTD | +132.1% | -3.0% | +135.0% | +135.0% |
| 1Y | +130.6% | +2.5% | +128.2% | +128.4% |
| 3Y | +244.1% | +26.5% | +217.7% | +210.4% |
| 5Y | +340.8% | -18.3% | +359.1% | +338.7% |
| All | +340.8% | -19.9% | +360.7% | +338.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling