+53.3%
XLE vs MDT
+3.5%
+49.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +12.6% | +6.0% | +6.6% | +12.2% |
| 3M | +11.8% | +15.5% | -3.7% | +10.9% |
| 6M | +16.1% | +3.4% | +12.7% | +16.0% |
| YTD | +46.9% | -2.2% | +49.0% | +47.6% |
| 1Y | +53.3% | +2.6% | +50.7% | +53.4% |
| All | +53.3% | +3.5% | +49.7% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling