-20.1%
MDT vs HWM
+655.8%
-675.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.7% | +8.8% | 0.0% |
| 7D | +0.4% | -9.2% | +9.5% | +2.0% |
| 30D | +6.0% | -17.9% | +23.9% | +9.5% |
| 3M | +15.5% | -6.0% | +21.6% | +16.1% |
| 6M | +3.4% | -7.4% | +10.7% | +3.9% |
| YTD | -2.2% | +13.1% | -15.3% | -5.7% |
| 1Y | +2.6% | +29.3% | -26.7% | -3.9% |
| 3Y | +27.5% | +389.9% | -362.4% | -17.9% |
| 5Y | -20.1% | +655.5% | -675.6% | -56.3% |
| All | -20.1% | +655.8% | -675.8% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling