+1,075.5%
XLI vs MDT
+353.4%
+722.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -1.1% |
| 7D | +3.8% | +1.0% | +2.7% | +3.3% |
| 30D | +1.0% | +9.2% | -8.1% | -2.7% |
| 3M | -8.9% | +14.5% | -23.4% | -14.2% |
| 6M | -2.3% | +37.3% | -39.6% | -15.2% |
| YTD | +9.7% | +9.8% | -0.1% | +4.1% |
| 1Y | +12.3% | +10.5% | +1.8% | +6.2% |
| 3Y | +71.5% | +57.4% | +14.0% | +38.0% |
| 5Y | +70.2% | +1.2% | +69.0% | +62.5% |
| 10Y | +227.5% | +63.2% | +164.2% | +154.7% |
| All | +1,075.5% | +353.4% | +722.1% | +494.6% |
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