+44.0%
XLP vs MDT
+57.9%
-14.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +0.1% | +3.5% | -3.5% | -1.0% |
| 30D | +8.9% | +16.2% | -7.2% | +4.2% |
| 3M | +7.5% | +18.9% | -11.4% | +2.1% |
| 6M | +9.4% | +37.3% | -27.9% | -0.3% |
| YTD | +19.3% | +9.7% | +9.5% | +15.3% |
| 1Y | +21.7% | +15.2% | +6.6% | +15.9% |
| 3Y | +44.0% | +61.8% | -17.8% | +26.9% |
| All | +44.0% | +57.9% | -14.0% | +26.9% |
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 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