+30.0%
MDT vs HWM
+440.4%
-410.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +3.2% | -2.1% | +5.3% | +3.4% |
| 30D | +9.5% | -11.0% | +20.5% | +10.6% |
| 3M | +16.0% | +4.0% | +11.9% | +15.1% |
| 6M | +0.2% | -0.2% | +0.4% | -0.3% |
| YTD | -0.3% | +26.7% | -26.9% | -3.2% |
| 1Y | +4.7% | +44.7% | -40.0% | +0.2% |
| All | +30.0% | +440.4% | -410.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 3y: compounded portfolio wealth divided by compounded HWM 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…
3y analysis · Full analysis span regression · 6 months rolling