+24.2%
MDT vs XEL
+46.3%
-22.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | +1.0% | -2.9% | +3.9% | +1.8% |
| 3M | +15.2% | -2.7% | +17.9% | +16.1% |
| 6M | +3.7% | -6.5% | +10.2% | +5.5% |
| YTD | -3.0% | +3.6% | -6.6% | -4.2% |
| 1Y | +2.5% | +7.5% | -5.0% | 0.0% |
| All | +24.2% | +46.3% | -22.1% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling