+1,477.5%
XLK vs MDT
+301.7%
+1,175.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +0.8% | +2.8% | -1.9% | -0.4% |
| 3M | +4.1% | +13.1% | -9.0% | -1.6% |
| 6M | +34.8% | +2.3% | +32.4% | +31.9% |
| YTD | +30.8% | -2.7% | +33.5% | +30.3% |
| 1Y | +42.4% | +0.9% | +41.5% | +39.3% |
| 3Y | +121.8% | +26.8% | +95.0% | +94.8% |
| 5Y | +146.6% | -19.5% | +166.1% | +157.7% |
| 10Y | +804.3% | +40.6% | +763.7% | +648.8% |
| All | +1,477.5% | +301.7% | +1,175.8% | +728.5% |
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 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