+9.6%
HPQ vs MDB
-38.6%
+48.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.9% | +11.6% | -13.5% | -3.3% |
| 30D | -5.7% | -8.9% | +3.2% | -4.8% |
| 3M | -0.4% | -22.4% | +22.0% | +1.9% |
| 6M | +40.0% | +10.1% | +30.0% | +36.0% |
| YTD | +34.6% | -19.0% | +53.7% | +34.6% |
| 1Y | +20.4% | -7.0% | +27.4% | +17.7% |
| 3Y | +18.3% | -9.8% | +28.2% | +10.3% |
| 5Y | +9.6% | -40.1% | +49.6% | -1.2% |
| All | +9.6% | -38.6% | +48.1% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling