+2.5%
MDT vs HAL
+69.2%
-66.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -1.6% | -3.3% | +1.7% | -1.5% |
| 30D | +1.0% | +7.2% | -6.2% | +0.8% |
| 3M | +15.2% | -8.8% | +24.0% | +15.9% |
| 6M | +3.7% | +3.0% | +0.7% | +3.8% |
| YTD | -3.0% | +29.4% | -32.4% | -3.4% |
| 1Y | +2.5% | +62.8% | -60.4% | +1.9% |
| All | +2.5% | +69.2% | -66.7% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling