+508.9%
XLP vs MDT
+311.7%
+197.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -1.0% | +3.2% | -4.2% | -2.0% |
| 30D | -0.9% | +9.5% | -10.4% | -3.6% |
| 3M | +3.8% | +16.0% | -12.2% | -0.8% |
| 6M | -1.7% | +0.2% | -1.9% | -2.2% |
| YTD | +10.3% | -0.3% | +10.5% | +9.8% |
| 1Y | +7.8% | +4.7% | +3.1% | +5.7% |
| 3Y | +27.2% | +26.5% | +0.7% | +16.9% |
| 5Y | +32.5% | -18.2% | +50.7% | +37.0% |
| 10Y | +101.8% | +40.0% | +61.8% | +73.7% |
| All | +508.9% | +311.7% | +197.3% | +241.6% |
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