+68.5%
XLI vs MDT
+25.9%
+42.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.3% | -1.6% | -0.7% | -1.9% |
| 30D | -8.2% | +1.0% | -9.2% | -8.4% |
| 3M | +0.8% | +15.2% | -14.4% | -3.1% |
| 6M | +0.8% | +3.7% | -2.8% | 0.0% |
| YTD | +10.5% | -3.0% | +13.5% | +11.5% |
| 1Y | +14.1% | +2.5% | +11.7% | +13.0% |
| All | +68.5% | +25.9% | +42.7% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling