+50.3%
MDT vs HWM
+1,494.1%
-1,443.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +3.2% | -2.1% | +5.3% | +3.6% |
| 30D | +9.5% | -11.0% | +20.5% | +12.2% |
| 3M | +16.0% | +4.0% | +11.9% | +14.4% |
| 6M | +0.2% | -0.2% | +0.4% | -0.6% |
| YTD | -0.3% | +26.7% | -26.9% | -6.6% |
| 1Y | +4.7% | +44.7% | -40.0% | -5.3% |
| 3Y | +26.5% | +426.1% | -399.6% | -19.5% |
| 5Y | -18.2% | +738.5% | -756.7% | -54.5% |
| All | +50.3% | +1,494.1% | -1,443.7% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling