+40.0%
MDT vs HUT
+405.9%
-365.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.3% | -0.1% |
| 7D | -1.6% | +2.8% | -4.4% | -1.7% |
| 30D | +1.0% | +2.1% | -1.0% | +0.8% |
| 3M | +15.2% | -14.3% | +29.5% | +15.2% |
| 6M | +3.7% | +84.2% | -80.5% | +0.4% |
| YTD | -3.0% | +97.2% | -100.2% | -6.7% |
| 1Y | +2.5% | +192.7% | -190.3% | -3.6% |
| 3Y | +26.5% | +712.6% | -686.1% | +9.8% |
| 5Y | -18.3% | +85.5% | -103.8% | -28.2% |
| All | +40.0% | +405.9% | -365.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HUT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling