+120.4%
XLK vs MDT
+25.0%
+95.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.2% | -3.4% | +3.6% | +0.4% |
| 30D | -0.6% | +0.2% | -0.9% | -0.7% |
| 3M | +2.6% | +14.3% | -11.7% | +1.3% |
| 6M | +34.0% | +4.0% | +30.0% | +34.8% |
| YTD | +30.7% | -3.7% | +34.3% | +33.1% |
| 1Y | +39.2% | -0.4% | +39.6% | +40.6% |
| 3Y | +120.4% | +23.3% | +97.1% | +119.9% |
| All | +120.4% | +25.0% | +95.5% | +119.9% |
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 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