+891.0%
XLV vs MDT
+300.5%
+590.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -4.4% | -1.6% | -2.8% | -3.8% |
| 30D | -1.4% | +1.0% | -2.4% | -1.8% |
| 3M | +8.9% | +15.2% | -6.3% | +2.8% |
| 6M | +9.1% | +3.7% | +5.4% | +7.2% |
| YTD | +7.9% | -3.0% | +10.9% | +8.7% |
| 1Y | +22.7% | +2.5% | +20.3% | +20.8% |
| 3Y | +31.9% | +26.5% | +5.5% | +18.3% |
| 5Y | +34.9% | -18.3% | +53.2% | +41.7% |
| 10Y | +173.9% | +40.2% | +133.7% | +128.8% |
| All | +891.0% | +300.5% | +590.5% | +442.5% |
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