+139.5%
XLP vs MDT
+62.9%
+76.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +0.8% |
| 7D | +2.5% | +1.0% | +1.5% | +2.2% |
| 30D | +7.3% | +9.2% | -1.8% | +4.2% |
| 3M | +8.1% | +14.5% | -6.4% | +3.3% |
| 6M | +10.5% | +37.3% | -26.8% | -0.8% |
| YTD | +21.2% | +9.8% | +11.4% | +16.8% |
| 1Y | +22.7% | +10.5% | +12.2% | +17.9% |
| 3Y | +44.8% | +57.4% | -12.6% | +22.3% |
| 5Y | +44.7% | +1.2% | +43.6% | +40.4% |
| All | +139.5% | +62.9% | +76.6% | +97.9% |
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 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