-18.2%
MDT vs HUBS
-66.4%
+48.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.4% | -9.0% | +5.6% | -2.7% |
| 30D | +0.2% | +7.2% | -7.0% | -0.5% |
| 3M | +14.3% | +20.9% | -6.6% | +12.1% |
| 6M | +4.0% | -13.0% | +17.0% | +3.8% |
| YTD | -3.7% | -43.8% | +40.2% | -0.3% |
| 1Y | -0.4% | -54.6% | +54.3% | +4.8% |
| 3Y | +23.3% | -58.5% | +81.8% | +28.8% |
| All | -18.2% | -66.4% | +48.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 5y: compounded portfolio wealth divided by compounded HUBS 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…
5y analysis · Full analysis span regression · 6 months rolling