+24.6%
MDT vs HAL
-4.5%
+29.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | +2.8% | +10.9% | -8.1% | +1.8% |
| 3M | +13.1% | -5.8% | +18.9% | +13.7% |
| 6M | +2.3% | +8.1% | -5.8% | +1.4% |
| YTD | -2.7% | +33.2% | -35.9% | -5.7% |
| 1Y | +0.9% | +74.2% | -73.3% | -5.4% |
| All | +24.6% | -4.5% | +29.1% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling