+100.5%
HPQ vs MDB
+1,017.4%
-916.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +2.8% |
| 7D | +6.9% | -17.4% | +24.4% | +9.5% |
| 30D | +14.4% | -2.0% | +16.5% | +14.3% |
| 3M | +25.6% | -3.0% | +28.6% | +25.2% |
| 6M | +75.0% | +48.7% | +26.4% | +63.7% |
| YTD | +50.7% | -12.1% | +62.8% | +50.1% |
| 1Y | +18.7% | +14.5% | +4.2% | +13.4% |
| 3Y | +21.5% | -6.1% | +27.7% | +13.4% |
| 5Y | +31.6% | -27.3% | +58.9% | +18.1% |
| All | +100.5% | +1,017.4% | -916.9% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling