+976.1%
MDT vs HIG
+980.5%
-4.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +6.0% | -4.9% | +10.9% | +6.8% |
| 3M | +15.5% | +6.8% | +8.7% | +14.3% |
| 6M | +3.4% | -1.7% | +5.1% | +3.6% |
| YTD | -2.2% | -0.2% | -1.9% | -2.2% |
| 1Y | +2.6% | +5.7% | -3.1% | +1.5% |
| 3Y | +27.5% | +100.3% | -72.8% | +13.8% |
| 5Y | -20.1% | +118.5% | -138.5% | -29.9% |
| 10Y | +39.1% | +309.7% | -270.7% | +9.2% |
| All | +976.1% | +980.5% | -4.4% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling