-18.3%
MDT vs XME
+167.8%
-186.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.3% |
| 7D | -1.6% | -3.0% | +1.5% | -1.1% |
| 30D | +1.0% | -2.6% | +3.6% | +1.3% |
| 3M | +15.2% | +2.2% | +13.0% | +14.4% |
| 6M | +3.7% | +0.7% | +3.0% | +2.6% |
| YTD | -3.0% | +10.9% | -13.9% | -6.2% |
| 1Y | +2.5% | +35.7% | -33.2% | -5.8% |
| 3Y | +26.5% | +127.1% | -100.7% | +1.0% |
| 5Y | -18.3% | +168.5% | -186.8% | -39.1% |
| All | -18.3% | +167.8% | -186.1% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling