-18.0%
MDT vs HBM
+371.5%
-389.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.3% | +5.5% | -5.8% | -0.7% |
| 30D | +2.8% | +3.3% | -0.5% | +2.4% |
| 3M | +13.1% | +12.7% | +0.4% | +11.7% |
| 6M | +2.3% | +28.2% | -25.9% | -0.7% |
| YTD | -2.7% | +45.3% | -48.0% | -7.0% |
| 1Y | +0.9% | +121.7% | -120.8% | -7.6% |
| 3Y | +26.8% | +523.5% | -496.7% | +1.6% |
| All | -18.0% | +371.5% | -389.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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