+51.0%
HPQ vs MKSI
+84.1%
-33.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.1% | +6.3% | +7.8% |
| 7D | +9.8% | +2.7% | +7.1% | +8.9% |
| 30D | +22.4% | -12.8% | +35.2% | +26.7% |
| 3M | +45.2% | -22.5% | +67.7% | +51.0% |
| 6M | +96.4% | +19.4% | +77.0% | +73.3% |
| YTD | +65.4% | +67.7% | -2.3% | +26.6% |
| 1Y | +31.6% | +131.4% | -99.8% | -12.5% |
| 3Y | +37.0% | +197.3% | -160.3% | -24.6% |
| All | +51.0% | +84.1% | -33.1% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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