-19.5%
MDT vs HAL
+112.2%
-131.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | +13.1% | -5.8% | +18.9% | +13.7% |
| 6M | +2.3% | +8.1% | -5.8% | +1.2% |
| YTD | -2.7% | +33.2% | -35.9% | -6.0% |
| 1Y | +0.9% | +74.2% | -73.3% | -5.8% |
| 3Y | +26.8% | -3.7% | +30.5% | +24.6% |
| 5Y | -19.5% | +111.9% | -131.3% | -32.0% |
| All | -19.5% | +112.2% | -131.7% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling