-1.9%
HD vs MDT
+15.5%
-17.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | +3.6% | +3.5% | +0.1% | +2.3% |
| 30D | +21.6% | +16.2% | +5.4% | +15.9% |
| 3M | +0.1% | +18.9% | -18.8% | -5.1% |
| 6M | +13.0% | +37.3% | -24.3% | +3.3% |
| YTD | +4.9% | +9.7% | -4.8% | -2.3% |
| All | -1.9% | +15.5% | -17.4% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling