+41.0%
XLE vs MDT
+15.5%
+25.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -7.9% | +3.5% | -11.4% | -7.9% |
| 30D | -4.8% | +16.2% | -21.0% | -5.6% |
| 3M | +8.4% | +18.9% | -10.5% | +7.4% |
| 6M | +12.7% | +37.3% | -24.6% | +10.8% |
| YTD | +41.3% | +9.7% | +31.5% | +40.8% |
| All | +41.0% | +15.5% | +25.5% | +40.1% |
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