+27.5%
MDT vs HDB
-27.8%
+55.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.4% |
| 7D | +0.4% | -2.0% | +2.4% | +0.7% |
| 30D | +6.0% | -4.9% | +10.9% | +6.7% |
| 3M | +15.5% | -2.3% | +17.8% | +15.8% |
| 6M | +3.4% | -23.7% | +27.1% | +6.5% |
| YTD | -2.2% | -38.5% | +36.3% | +2.8% |
| 1Y | +2.6% | -36.5% | +39.0% | +7.4% |
| 3Y | +27.5% | -28.5% | +56.0% | +31.4% |
| All | +27.5% | -27.8% | +55.3% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling