+43.4%
XLK vs MDT
+5.4%
+38.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +1.0% |
| 7D | +0.9% | +3.2% | -2.4% | +1.6% |
| 30D | +0.7% | +9.5% | -8.8% | +2.8% |
| 3M | -2.9% | +16.0% | -18.9% | +0.4% |
| 6M | +34.3% | +0.2% | +34.0% | +39.3% |
| YTD | +30.4% | -0.3% | +30.7% | +35.3% |
| 1Y | +43.4% | +4.7% | +38.6% | +51.8% |
| All | +43.4% | +5.4% | +38.0% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling