+4.7%
MDT vs XLC
0.0%
+4.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | +3.2% | -0.8% | +4.1% | +3.6% |
| 30D | +9.5% | +1.0% | +8.5% | +8.9% |
| 3M | +16.0% | -0.7% | +16.7% | +16.1% |
| 6M | +0.2% | -5.1% | +5.3% | +2.1% |
| YTD | -0.3% | -4.3% | +4.0% | +1.5% |
| 1Y | +4.7% | -0.6% | +5.3% | +3.9% |
| All | +4.7% | 0.0% | +4.7% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling