+37.0%
MDT vs HIG
+313.7%
-276.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.4% | -1.5% | -2.0% | -2.9% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | +14.3% | +6.7% | +7.6% | +11.4% |
| 6M | +4.0% | +2.0% | +2.0% | +3.0% |
| YTD | -3.7% | +0.3% | -4.0% | -4.1% |
| 1Y | -0.4% | +4.2% | -4.5% | -2.4% |
| 3Y | +23.3% | +102.2% | -78.9% | -7.6% |
| 5Y | -18.9% | +118.5% | -137.4% | -41.8% |
| All | +37.0% | +313.7% | -276.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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