+384.6%
MDT vs HBM
+456.2%
-71.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +1.0% | +2.2% | -1.2% | +0.8% |
| 30D | +9.2% | -11.8% | +21.0% | +10.3% |
| 3M | +14.5% | -19.2% | +33.7% | +16.4% |
| 6M | +37.3% | -22.9% | +60.2% | +39.0% |
| YTD | +9.8% | +7.8% | +2.0% | +6.5% |
| 1Y | +10.5% | +34.9% | -24.4% | +4.6% |
| 3Y | +57.4% | +422.2% | -364.8% | +25.0% |
| 5Y | +1.2% | +192.8% | -191.7% | -17.0% |
| 10Y | +63.2% | +281.1% | -217.9% | +15.6% |
| All | +384.6% | +456.2% | -71.6% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling