+120.0%
HPQ vs MDB
+997.6%
-877.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -3.1% | +11.5% | +8.8% |
| 7D | +9.8% | -1.8% | +11.5% | +10.0% |
| 30D | +22.4% | -17.3% | +39.6% | +25.1% |
| 3M | +45.2% | +2.2% | +43.0% | +43.7% |
| 6M | +96.4% | +33.9% | +62.6% | +86.4% |
| YTD | +65.4% | -13.7% | +79.1% | +65.1% |
| 1Y | +31.6% | +9.1% | +22.5% | +26.6% |
| 3Y | +37.0% | -8.1% | +45.2% | +28.2% |
| 5Y | +53.0% | -25.9% | +78.9% | +36.9% |
| All | +120.0% | +997.6% | -877.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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