+7,983.2%
MDT vs HAL
+597.8%
+7,385.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +3.2% | +2.9% | +0.3% | +2.7% |
| 30D | +9.5% | +17.0% | -7.5% | +6.7% |
| 3M | +16.0% | -9.7% | +25.6% | +17.5% |
| 6M | +0.2% | +8.6% | -8.4% | -1.6% |
| YTD | -0.3% | +33.0% | -33.3% | -5.4% |
| 1Y | +4.7% | +68.3% | -63.6% | -4.7% |
| 3Y | +26.5% | +0.1% | +26.4% | +22.9% |
| 5Y | -18.2% | +102.6% | -120.8% | -31.5% |
| 10Y | +40.0% | +3.8% | +36.2% | +17.5% |
| All | +7,983.2% | +597.8% | +7,385.4% | +4,288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling