+136.8%
XLP vs MDT
+61.0%
+75.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.5% |
| 30D | +8.3% | +10.5% | -2.2% | +4.8% |
| 3M | +8.7% | +13.0% | -4.3% | +4.3% |
| 6M | +11.2% | +38.7% | -27.5% | -0.5% |
| YTD | +20.0% | +8.5% | +11.5% | +16.1% |
| 1Y | +21.3% | +10.0% | +11.3% | +16.8% |
| 3Y | +43.8% | +58.6% | -14.8% | +21.2% |
| 5Y | +43.3% | -0.3% | +43.6% | +39.7% |
| 10Y | +136.8% | +61.3% | +75.5% | +96.8% |
| All | +136.8% | +61.0% | +75.7% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling