+37.0%
MDT vs XEL
+151.6%
-114.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | +0.2% | -3.9% | +4.2% | +1.8% |
| 3M | +14.3% | -2.8% | +17.1% | +15.5% |
| 6M | +4.0% | -5.4% | +9.4% | +6.0% |
| YTD | -3.7% | +3.8% | -7.4% | -5.7% |
| 1Y | -0.4% | +6.8% | -7.2% | -3.9% |
| 3Y | +23.3% | +45.6% | -22.3% | +2.3% |
| 5Y | -18.9% | +30.7% | -49.6% | -30.1% |
| All | +37.0% | +151.6% | -114.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling