+64.3%
XLF vs MDT
-19.5%
+83.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.5% | -3.4% | +1.9% | -0.2% |
| 30D | -1.2% | +0.2% | -1.4% | -1.3% |
| 3M | +9.2% | +14.3% | -5.1% | +3.6% |
| 6M | +16.3% | +4.0% | +12.3% | +14.2% |
| YTD | +5.4% | -3.7% | +9.1% | +6.4% |
| 1Y | +7.6% | -0.4% | +8.0% | +6.8% |
| 3Y | +74.2% | +23.3% | +50.9% | +56.1% |
| All | +64.3% | -19.5% | +83.8% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling