+179.2%
XLE vs MDT
+62.9%
+116.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | 0.0% |
| 7D | +5.4% | +1.0% | +4.4% | +4.9% |
| 30D | -3.9% | +9.2% | -13.1% | -8.7% |
| 3M | +7.0% | +14.5% | -7.5% | -1.1% |
| 6M | +14.2% | +37.3% | -23.1% | -4.9% |
| YTD | +48.2% | +9.8% | +38.4% | +38.4% |
| 1Y | +47.7% | +10.5% | +37.1% | +37.2% |
| 3Y | +70.0% | +57.4% | +12.6% | +24.6% |
| 5Y | +169.1% | +1.2% | +168.0% | +156.1% |
| All | +179.2% | +62.9% | +116.2% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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