+38.0%
MDT vs HDB
+32.9%
+5.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.6% | -6.2% | +4.6% | 0.0% |
| 30D | +1.0% | -6.2% | +7.3% | +2.7% |
| 3M | +15.2% | -5.9% | +21.1% | +16.6% |
| 6M | +3.7% | -25.9% | +29.6% | +11.4% |
| YTD | -3.0% | -40.2% | +37.3% | +9.9% |
| 1Y | +2.5% | -38.0% | +40.5% | +14.8% |
| 3Y | +26.5% | -30.5% | +56.9% | +35.2% |
| 5Y | -18.3% | -38.1% | +19.8% | -11.3% |
| All | +38.0% | +32.9% | +5.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling