+23.3%
MDT vs HPQ
+36.4%
-13.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.4% | -9.1% | -1.3% |
| 7D | -3.4% | +9.8% | -13.2% | -4.1% |
| 30D | +0.2% | +22.4% | -22.1% | -1.3% |
| 3M | +14.3% | +45.2% | -30.9% | +11.1% |
| 6M | +4.0% | +96.4% | -92.4% | -2.0% |
| YTD | -3.7% | +65.4% | -69.1% | -7.6% |
| 1Y | -0.4% | +31.6% | -31.9% | -2.0% |
| 3Y | +23.3% | +37.0% | -13.7% | +13.8% |
| All | +23.3% | +36.4% | -13.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 3y: compounded portfolio wealth divided by compounded HPQ 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…
3y analysis · Full analysis span regression · 6 months rolling