+561.3%
XLP vs MDT
+362.1%
+199.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +3.5% | +8.0% | -4.5% | +1.1% |
| 30D | +11.6% | +20.4% | -8.8% | +5.5% |
| 3M | +7.6% | +22.9% | -15.3% | +1.1% |
| 6M | +10.0% | +37.1% | -27.1% | -0.2% |
| YTD | +19.7% | +11.9% | +7.8% | +15.1% |
| 1Y | +23.5% | +19.8% | +3.6% | +16.2% |
| 3Y | +44.0% | +59.4% | -15.4% | +23.5% |
| 5Y | +42.7% | 0.0% | +42.7% | +38.9% |
| 10Y | +131.3% | +66.2% | +65.1% | +89.2% |
| All | +561.3% | +362.1% | +199.2% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling