-2.3%
XLI vs MDT
+37.8%
-40.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.4% |
| 7D | +3.8% | +1.0% | +2.7% | +3.7% |
| 30D | +1.0% | +9.2% | -8.1% | +0.9% |
| 3M | -8.9% | +14.5% | -23.4% | -9.2% |
| 6M | -2.3% | +37.3% | -39.6% | -3.9% |
| All | -2.3% | +37.8% | -40.1% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling