+357.2%
MDT vs XLB
+823.1%
-466.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +9.2% | +5.2% | +4.0% | +6.6% |
| 3M | +14.5% | +0.3% | +14.2% | +14.3% |
| 6M | +37.3% | +1.2% | +36.1% | +36.3% |
| YTD | +9.8% | +16.6% | -6.8% | +1.5% |
| 1Y | +10.5% | +21.4% | -10.9% | +0.2% |
| 3Y | +57.4% | +43.2% | +14.2% | +31.1% |
| 5Y | +1.2% | +28.0% | -26.9% | -11.9% |
| 10Y | +63.2% | +164.8% | -101.5% | +1.2% |
| All | +357.2% | +823.1% | -466.0% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling