+315.1%
MDT vs XLB
+822.6%
-507.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.3% |
| 7D | +3.2% | -1.4% | +4.6% | +3.9% |
| 30D | +9.5% | -0.4% | +9.9% | +9.7% |
| 3M | +16.0% | +2.0% | +14.0% | +14.8% |
| 6M | +0.2% | +1.8% | -1.6% | -0.9% |
| YTD | -0.3% | +16.6% | -16.9% | -7.8% |
| 1Y | +4.7% | +16.9% | -12.2% | -3.4% |
| 3Y | +26.5% | +32.6% | -6.0% | +9.2% |
| 5Y | -18.2% | +35.6% | -53.8% | -30.8% |
| 10Y | +40.0% | +160.0% | -120.0% | -12.5% |
| All | +315.1% | +822.6% | -507.5% | +46.9% |
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