+58.1%
XLE vs MDT
+54.6%
+3.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | -12.0% | +5.4% | -17.4% | -12.9% |
| 30D | -2.7% | +19.1% | -21.8% | -6.0% |
| 3M | +6.6% | +19.5% | -12.9% | +2.9% |
| 6M | +9.5% | +33.5% | -23.9% | +3.1% |
| YTD | +40.6% | +8.7% | +31.9% | +38.6% |
| 1Y | +43.6% | +16.8% | +26.8% | +38.6% |
| 3Y | +58.1% | +53.0% | +5.1% | +41.7% |
| All | +58.1% | +54.6% | +3.5% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling