+200.5%
MDT vs XHB
+172.3%
+28.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.6% |
| 7D | +1.0% | -0.2% | +1.3% | +1.1% |
| 30D | +9.2% | +9.9% | -0.8% | +5.8% |
| 3M | +14.5% | -6.3% | +20.8% | +16.9% |
| 6M | +37.3% | +3.8% | +33.5% | +34.9% |
| YTD | +9.8% | +0.1% | +9.7% | +8.6% |
| 1Y | +10.5% | -0.8% | +11.3% | +9.5% |
| 3Y | +57.4% | +35.6% | +21.8% | +37.2% |
| 5Y | +1.2% | +29.6% | -28.4% | -12.2% |
| 10Y | +63.2% | +237.5% | -174.3% | +0.1% |
| All | +200.5% | +172.3% | +28.2% | +47.1% |
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