+38.0%
MDT vs XLB
+162.9%
-124.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | -1.6% | -3.5% | +1.9% | +0.7% |
| 30D | +1.0% | -4.7% | +5.7% | +4.1% |
| 3M | +15.2% | +2.7% | +12.5% | +13.0% |
| 6M | +3.7% | +2.6% | +1.1% | +1.5% |
| YTD | -3.0% | +12.8% | -15.8% | -11.0% |
| 1Y | +2.5% | +14.0% | -11.5% | -6.7% |
| 3Y | +26.5% | +31.5% | -5.0% | +3.3% |
| 5Y | -18.3% | +33.4% | -51.7% | -35.1% |
| All | +38.0% | +162.9% | -124.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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