+22.4%
XLP vs MDT
+16.7%
+5.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.4% |
| 7D | +0.7% | +5.4% | -4.7% | -0.9% |
| 30D | +10.3% | +19.1% | -8.8% | +4.8% |
| 3M | +6.5% | +19.5% | -12.9% | +1.2% |
| 6M | +8.4% | +33.5% | -25.1% | +0.3% |
| YTD | +18.2% | +8.7% | +9.5% | +13.5% |
| 1Y | +22.4% | +16.8% | +5.6% | +15.7% |
| All | +22.4% | +16.7% | +5.7% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling