+10.8%
HD vs MDT
-17.7%
+28.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -2.1% | +3.2% | -5.3% | -3.1% |
| 30D | -8.4% | +9.5% | -17.9% | -11.2% |
| 3M | +4.3% | +16.0% | -11.6% | -0.9% |
| 6M | -11.1% | +0.2% | -11.3% | -11.5% |
| YTD | -4.7% | -0.3% | -4.4% | -5.1% |
| 1Y | -19.8% | +4.7% | -24.5% | -21.7% |
| 3Y | +4.1% | +26.5% | -22.4% | -6.0% |
| All | +10.8% | -17.7% | +28.5% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling