+250.2%
XLI vs MDT
+40.9%
+209.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.3% | -1.6% | -0.7% | -1.6% |
| 30D | -8.2% | +1.0% | -9.2% | -8.7% |
| 3M | +0.8% | +15.2% | -14.4% | -6.5% |
| 6M | +0.8% | +3.7% | -2.8% | -1.7% |
| YTD | +10.5% | -3.0% | +13.5% | +11.0% |
| 1Y | +14.1% | +2.5% | +11.7% | +11.2% |
| 3Y | +68.6% | +26.5% | +42.1% | +44.2% |
| 5Y | +80.4% | -18.3% | +98.7% | +94.1% |
| All | +250.2% | +40.9% | +209.3% | +183.7% |
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 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