+216.1%
MDT vs HDB
+3,812.1%
-3,596.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +9.5% | -2.8% | +12.3% | +10.1% |
| 3M | +16.0% | -3.5% | +19.5% | +16.6% |
| 6M | +0.2% | -24.7% | +24.9% | +5.6% |
| YTD | -0.3% | -36.6% | +36.3% | +8.5% |
| 1Y | +4.7% | -34.4% | +39.1% | +13.1% |
| 3Y | +26.5% | -24.4% | +50.9% | +31.2% |
| 5Y | -18.2% | -35.4% | +17.2% | -13.5% |
| 10Y | +40.0% | +39.5% | +0.5% | +23.9% |
| All | +216.1% | +3,812.1% | -3,596.0% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling