+10.5%
MDT vs XLC
-2.4%
+13.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +1.0% | +3.7% | -2.7% | -0.6% |
| 30D | +9.2% | -1.9% | +11.1% | +9.8% |
| 3M | +14.5% | -3.1% | +17.6% | +15.6% |
| 6M | +37.3% | -6.4% | +43.7% | +40.2% |
| YTD | +9.8% | -6.8% | +16.6% | +13.0% |
| 1Y | +10.5% | -1.7% | +12.2% | +7.3% |
| All | +10.5% | -2.4% | +13.0% | +7.3% |
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