+210.2%
HD vs MDT
+38.9%
+171.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -10.8% | +2.8% | -13.6% | -12.0% |
| 3M | -2.7% | +13.1% | -15.8% | -8.2% |
| 6M | -10.3% | +2.3% | -12.6% | -11.6% |
| YTD | -7.8% | -2.7% | -5.1% | -7.3% |
| 1Y | -23.1% | +0.9% | -24.0% | -24.3% |
| 3Y | +2.0% | +26.8% | -24.8% | -11.5% |
| 5Y | +6.2% | -19.5% | +25.7% | +14.3% |
| 10Y | +210.2% | +40.6% | +169.6% | +149.8% |
| All | +210.2% | +38.9% | +171.3% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling