+30.8%
XLV vs MDT
+25.0%
+5.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -3.6% | -3.4% | -0.1% | -2.2% |
| 30D | -1.8% | +0.2% | -2.0% | -1.9% |
| 3M | +7.8% | +14.3% | -6.5% | +2.2% |
| 6M | +9.1% | +4.0% | +5.1% | +7.1% |
| YTD | +7.7% | -3.7% | +11.4% | +8.7% |
| 1Y | +20.4% | -0.4% | +20.8% | +19.8% |
| 3Y | +30.8% | +23.3% | +7.4% | +18.0% |
| All | +30.8% | +25.0% | +5.8% | +18.0% |
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 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