+33,321.4%
HD vs MDT
+8,676.3%
+24,645.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.8% |
| 7D | +4.3% | +5.4% | -1.1% | +2.4% |
| 30D | +20.2% | +19.1% | +1.1% | +12.8% |
| 3M | -1.0% | +19.5% | -20.5% | -7.3% |
| 6M | +7.9% | +33.5% | -25.5% | -3.3% |
| YTD | +2.0% | +8.7% | -6.7% | -1.6% |
| 1Y | -4.3% | +16.8% | -21.1% | -10.3% |
| 3Y | +25.9% | +53.0% | -27.0% | +5.9% |
| 5Y | +5.8% | -2.9% | +8.7% | +3.7% |
| 10Y | +262.5% | +61.4% | +201.1% | +191.7% |
| All | +33,321.4% | +8,676.3% | +24,645.1% | +5,116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling