+248.8%
XLF vs MDT
+39.8%
+209.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -1.5% | -3.4% | +1.9% | +0.4% |
| 30D | -1.2% | +0.2% | -1.4% | -1.4% |
| 3M | +9.2% | +14.3% | -5.1% | +1.1% |
| 6M | +16.3% | +4.0% | +12.3% | +12.9% |
| YTD | +5.4% | -3.7% | +9.1% | +6.3% |
| 1Y | +7.6% | -0.4% | +8.0% | +6.1% |
| 3Y | +74.2% | +23.3% | +50.9% | +48.9% |
| 5Y | +66.1% | -18.9% | +85.0% | +80.9% |
| All | +248.8% | +39.8% | +209.0% | +183.0% |
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 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