+37.0%
MDT vs XME
+421.4%
-384.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -3.4% | -4.2% | +0.8% | -2.4% |
| 30D | +0.2% | -2.7% | +2.9% | +0.7% |
| 3M | +14.3% | -3.9% | +18.2% | +14.8% |
| 6M | +4.0% | -1.0% | +5.0% | +2.9% |
| YTD | -3.7% | +9.8% | -13.5% | -7.8% |
| 1Y | -0.4% | +32.5% | -32.9% | -10.1% |
| 3Y | +23.3% | +124.3% | -101.0% | -6.6% |
| 5Y | -18.9% | +165.8% | -184.7% | -43.5% |
| All | +37.0% | +421.4% | -384.3% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling