+398.8%
HL vs MDT
+25.9%
+372.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -5.6% | -1.6% | -4.0% | -5.0% |
| 30D | +12.7% | +1.0% | +11.7% | +12.2% |
| 3M | +42.5% | +15.2% | +27.3% | +33.8% |
| 6M | -9.0% | +3.7% | -12.7% | -9.4% |
| YTD | +4.4% | -3.0% | +7.4% | +7.2% |
| 1Y | +82.7% | +2.5% | +80.2% | +81.0% |
| All | +398.8% | +25.9% | +372.9% | +298.9% |
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 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