+27.5%
MDT vs XLB
+34.9%
-7.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +6.0% | -1.7% | +7.7% | +6.8% |
| 3M | +15.5% | +4.4% | +11.2% | +13.2% |
| 6M | +3.4% | +5.0% | -1.6% | +0.8% |
| YTD | -2.2% | +15.5% | -17.6% | -9.2% |
| 1Y | +2.6% | +14.9% | -12.3% | -4.7% |
| 3Y | +27.5% | +34.5% | -7.0% | +7.7% |
| All | +27.5% | +34.9% | -7.4% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling