+37.7%
HPQ vs MDLN
-2.7%
+40.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.8% | +5.0% |
| 7D | +2.2% | -6.2% | +8.4% | +2.7% |
| 30D | +9.7% | +0.7% | +9.0% | +9.8% |
| 3M | +32.7% | -5.4% | +38.2% | +33.5% |
| 6M | +77.7% | -21.6% | +99.3% | +79.0% |
| YTD | +51.0% | -18.9% | +69.9% | +49.9% |
| All | +37.7% | -2.7% | +40.4% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling