+19.7%
HPQ vs MDB
-5.6%
+25.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -4.1% |
| 7D | -0.5% | -18.0% | +17.5% | +1.8% |
| 30D | +3.7% | -10.7% | +14.5% | +4.8% |
| 3M | +24.3% | +1.0% | +23.3% | +23.4% |
| 6M | +64.8% | +31.6% | +33.1% | +58.1% |
| YTD | +43.9% | -15.2% | +59.1% | +44.2% |
| 1Y | +11.7% | +10.1% | +1.5% | +8.0% |
| 3Y | +19.7% | -5.6% | +25.3% | +9.1% |
| All | +19.7% | -5.6% | +25.3% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling