+38.0%
MDT vs HAL
+5.2%
+32.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | -1.6% | -3.3% | +1.7% | -1.0% |
| 30D | +1.0% | +7.2% | -6.2% | -0.2% |
| 3M | +15.2% | -8.8% | +24.0% | +16.7% |
| 6M | +3.7% | +3.0% | +0.7% | +2.6% |
| YTD | -3.0% | +29.4% | -32.4% | -7.9% |
| 1Y | +2.5% | +62.8% | -60.4% | -6.9% |
| 3Y | +26.5% | -6.4% | +32.9% | +24.2% |
| 5Y | -18.3% | +103.6% | -121.9% | -34.0% |
| All | +38.0% | +5.2% | +32.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling