+33.6%
XLY vs MDT
+25.0%
+8.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -1.7% | -3.4% | +1.7% | -0.9% |
| 30D | -4.2% | +0.2% | -4.4% | -4.2% |
| 3M | -2.7% | +14.3% | -16.9% | -6.0% |
| 6M | -0.6% | +4.0% | -4.6% | -1.5% |
| YTD | -5.0% | -3.7% | -1.3% | -4.1% |
| 1Y | -4.1% | -0.4% | -3.7% | -4.3% |
| 3Y | +33.6% | +23.3% | +10.3% | +24.7% |
| All | +33.6% | +25.0% | +8.6% | +24.7% |
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