+41.9%
XLP vs MDT
+54.6%
-12.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.7% |
| 3M | +6.5% | +19.5% | -12.9% | +1.1% |
| 6M | +8.4% | +33.5% | -25.1% | -0.4% |
| YTD | +18.2% | +8.7% | +9.5% | +14.6% |
| 1Y | +22.4% | +16.8% | +5.6% | +16.1% |
| 3Y | +41.9% | +53.0% | -11.1% | +26.4% |
| All | +41.9% | +54.6% | -12.7% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling