+44.0%
XLP vs MDT
+0.7%
+43.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +0.9% |
| 7D | +2.5% | +1.0% | +1.5% | +2.2% |
| 30D | +7.3% | +9.2% | -1.8% | +4.5% |
| 3M | +8.1% | +14.5% | -6.4% | +3.7% |
| 6M | +10.5% | +37.3% | -26.8% | +0.3% |
| YTD | +21.2% | +9.8% | +11.4% | +17.2% |
| 1Y | +22.7% | +10.5% | +12.2% | +18.3% |
| 3Y | +44.8% | +57.4% | -12.6% | +24.6% |
| All | +44.0% | +0.7% | +43.3% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling