+50.8%
HPQ vs MDLN
-7.1%
+57.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.4% |
| 7D | +9.8% | -11.1% | +20.9% | +10.6% |
| 30D | +22.4% | -8.4% | +30.7% | +23.0% |
| 3M | +45.2% | -12.4% | +57.5% | +46.4% |
| 6M | +96.4% | -23.3% | +119.7% | +98.0% |
| YTD | +65.4% | -22.5% | +87.9% | +64.6% |
| All | +50.8% | -7.1% | +57.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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