+34,289.6%
HD vs MDT
+8,761.6%
+25,527.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.1% |
| 3M | +0.1% | +18.9% | -18.8% | -6.1% |
| 6M | +13.0% | +37.3% | -24.3% | +0.2% |
| YTD | +4.9% | +9.7% | -4.8% | +0.9% |
| 1Y | -2.1% | +15.2% | -17.3% | -7.7% |
| 3Y | +32.6% | +61.8% | -29.2% | +9.2% |
| 5Y | +8.2% | -1.4% | +9.6% | +5.5% |
| 10Y | +257.9% | +61.6% | +196.3% | +187.9% |
| All | +34,289.6% | +8,761.6% | +25,527.9% | +5,248.5% |
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