+167.7%
MDT vs XHB
+167.3%
+0.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.1% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +6.0% | -9.1% | +15.1% | +9.3% |
| 3M | +15.5% | -2.3% | +17.9% | +16.0% |
| 6M | +3.4% | -4.1% | +7.5% | +4.1% |
| YTD | -2.2% | -1.7% | -0.5% | -2.6% |
| 1Y | +2.6% | -15.1% | +17.7% | +7.0% |
| 3Y | +27.5% | +26.8% | +0.7% | +13.6% |
| 5Y | -20.1% | +37.3% | -57.4% | -32.1% |
| 10Y | +39.1% | +205.7% | -166.6% | -12.1% |
| All | +167.7% | +167.3% | +0.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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