+103.1%
XLP vs MDT
+40.7%
+62.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -1.0% | +3.2% | -4.2% | -2.1% |
| 30D | -0.9% | +9.5% | -10.4% | -3.8% |
| 3M | +3.8% | +16.0% | -12.2% | -1.3% |
| 6M | -1.7% | +0.2% | -1.9% | -2.2% |
| YTD | +10.3% | -0.3% | +10.5% | +9.8% |
| 1Y | +7.8% | +4.7% | +3.1% | +5.4% |
| 3Y | +27.2% | +26.5% | +0.7% | +15.6% |
| 5Y | +32.5% | -18.2% | +50.7% | +38.3% |
| All | +103.1% | +40.7% | +62.4% | +76.5% |
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 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