+7,787.5%
MDT vs HPQ
+3,044.5%
+4,743.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -1.4% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | +2.8% | +9.7% | -7.0% | +0.9% |
| 3M | +13.1% | +32.7% | -19.6% | +7.0% |
| 6M | +2.3% | +77.7% | -75.4% | -9.1% |
| YTD | -2.7% | +51.0% | -53.7% | -11.1% |
| 1Y | +0.9% | +18.4% | -17.5% | -4.0% |
| 3Y | +26.8% | +25.6% | +1.3% | +17.0% |
| 5Y | -19.5% | +38.6% | -58.1% | -28.5% |
| 10Y | +40.6% | +226.1% | -185.6% | +4.2% |
| All | +7,787.5% | +3,044.5% | +4,743.0% | +2,962.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling