+30.7%
HD vs MDT
+57.0%
-26.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.6% |
| 7D | +1.5% | +1.0% | +0.5% | +1.1% |
| 30D | +18.0% | +9.2% | +8.8% | +14.6% |
| 3M | +2.8% | +14.5% | -11.7% | -1.8% |
| 6M | +17.0% | +37.3% | -20.3% | +5.4% |
| YTD | +3.5% | +9.8% | -6.3% | -0.5% |
| 1Y | -2.6% | +10.5% | -13.1% | -6.7% |
| 3Y | +30.7% | +57.4% | -26.7% | +17.3% |
| All | +30.7% | +57.0% | -26.2% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling