+7,830.4%
MDT vs HUBB
+153,832.2%
-146,001.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | +0.4% | +4.8% | -4.5% | +0.3% |
| 30D | +6.0% | -9.3% | +15.3% | +6.1% |
| 3M | +15.5% | -3.9% | +19.4% | +15.6% |
| 6M | +3.4% | -0.8% | +4.2% | +3.4% |
| YTD | -2.2% | +5.6% | -7.7% | -2.2% |
| 1Y | +2.6% | +7.7% | -5.2% | +2.5% |
| 3Y | +27.5% | +47.5% | -19.9% | +26.9% |
| 5Y | -20.1% | +153.7% | -173.7% | -20.8% |
| 10Y | +39.1% | +433.0% | -394.0% | +36.9% |
| All | +7,830.4% | +153,832.2% | -146,001.8% | +6,520.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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