+2.7%
MDT vs HAL
+58.8%
-56.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.5% |
| 7D | +1.0% | +6.1% | -5.1% | +0.5% |
| 30D | +9.2% | +2.9% | +6.3% | +8.7% |
| 3M | +14.5% | +3.3% | +11.1% | +13.9% |
| 6M | +37.3% | -16.9% | +54.2% | +39.6% |
| YTD | +9.8% | +21.2% | -11.4% | +6.9% |
| 1Y | +10.5% | +27.5% | -17.0% | +6.9% |
| 3Y | +57.4% | -6.4% | +63.9% | +54.9% |
| All | +2.7% | +58.8% | -56.2% | -14.3% |
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