+31,139.8%
HD vs MDT
+7,952.5%
+23,187.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -2.1% | +3.2% | -5.3% | -3.2% |
| 30D | -8.4% | +9.5% | -17.9% | -11.5% |
| 3M | +4.3% | +16.0% | -11.6% | -1.4% |
| 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% | -21.8% |
| 3Y | +4.1% | +26.5% | -22.4% | -6.2% |
| 5Y | +10.3% | -18.2% | +28.5% | +15.0% |
| 10Y | +203.2% | +40.0% | +163.1% | +156.6% |
| All | +31,139.8% | +7,952.5% | +23,187.3% | +4,930.9% |
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