+1,024.7%
XLE vs MDT
+311.7%
+713.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +2.2% | +3.2% | -1.0% | +0.9% |
| 30D | +11.8% | +9.5% | +2.3% | +7.6% |
| 3M | +9.8% | +16.0% | -6.2% | +2.8% |
| 6M | +15.6% | +0.2% | +15.4% | +14.4% |
| YTD | +45.3% | -0.3% | +45.5% | +43.8% |
| 1Y | +48.3% | +4.7% | +43.6% | +43.5% |
| 3Y | +55.4% | +26.5% | +28.9% | +36.8% |
| 5Y | +216.1% | -18.2% | +234.3% | +229.3% |
| 10Y | +178.4% | +40.0% | +138.4% | +133.8% |
| All | +1,024.7% | +311.7% | +713.1% | +556.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling