+204.6%
MDT vs XRT
+514.3%
-309.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.8% |
| 7D | +3.2% | +0.8% | +2.4% | +2.9% |
| 30D | +9.5% | -4.2% | +13.7% | +11.4% |
| 3M | +16.0% | +5.1% | +10.9% | +13.6% |
| 6M | +0.2% | +2.4% | -2.2% | -0.9% |
| YTD | -0.3% | +3.2% | -3.5% | -1.9% |
| 1Y | +4.7% | +1.5% | +3.2% | +3.5% |
| 3Y | +26.5% | +40.6% | -14.0% | +7.5% |
| 5Y | -18.2% | -1.0% | -17.2% | -22.1% |
| 10Y | +40.0% | +128.4% | -88.4% | -16.5% |
| All | +204.6% | +514.3% | -309.7% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling