+429.4%
XLF vs MDT
+353.4%
+76.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | -0.1% |
| 7D | +2.7% | +1.0% | +1.6% | +2.1% |
| 30D | +7.6% | +9.2% | -1.5% | +2.9% |
| 3M | +1.1% | +14.5% | -13.4% | -5.9% |
| 6M | +15.9% | +37.3% | -21.4% | -2.2% |
| YTD | +8.4% | +9.8% | -1.4% | +1.9% |
| 1Y | +12.5% | +10.5% | +2.0% | +5.2% |
| 3Y | +81.6% | +57.4% | +24.1% | +39.4% |
| 5Y | +59.3% | +1.2% | +58.1% | +51.0% |
| 10Y | +225.4% | +63.2% | +162.2% | +139.1% |
| All | +429.4% | +353.4% | +76.0% | +121.9% |
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