+135.4%
XLP vs MDT
+58.3%
+77.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | +2.3% | +2.7% | -0.4% | +1.4% |
| 30D | +9.1% | +14.8% | -5.7% | +4.2% |
| 3M | +7.9% | +14.6% | -6.7% | +3.0% |
| 6M | +9.6% | +35.7% | -26.1% | -1.2% |
| YTD | +19.4% | +8.5% | +11.0% | +15.6% |
| 1Y | +22.4% | +13.3% | +9.1% | +16.6% |
| 3Y | +43.2% | +58.6% | -15.4% | +20.7% |
| 5Y | +42.6% | -2.6% | +45.2% | +40.1% |
| 10Y | +135.4% | +60.0% | +75.5% | +95.6% |
| All | +135.4% | +58.3% | +77.1% | +95.6% |
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