+38.0%
MDT vs XRT
+125.1%
-87.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.6% | -3.6% | +2.0% | -0.3% |
| 30D | +1.0% | -6.7% | +7.7% | +3.5% |
| 3M | +15.2% | -1.4% | +16.6% | +15.7% |
| 6M | +3.7% | +1.7% | +2.0% | +3.0% |
| YTD | -3.0% | -1.5% | -1.5% | -2.7% |
| 1Y | +2.5% | -2.5% | +4.9% | +2.9% |
| 3Y | +26.5% | +39.9% | -13.4% | +10.2% |
| 5Y | -18.3% | -2.6% | -15.7% | -20.7% |
| All | +38.0% | +125.1% | -87.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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