+1,096.1%
XLY vs MDT
+300.5%
+795.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -3.9% | -1.6% | -2.3% | -3.3% |
| 30D | -6.1% | +1.0% | -7.1% | -6.5% |
| 3M | -1.2% | +15.2% | -16.3% | -6.9% |
| 6M | -1.8% | +3.7% | -5.5% | -3.8% |
| YTD | -5.9% | -3.0% | -2.9% | -5.6% |
| 1Y | -3.1% | +2.5% | -5.6% | -5.2% |
| 3Y | +36.0% | +26.5% | +9.5% | +20.8% |
| 5Y | +27.6% | -18.3% | +45.9% | +33.6% |
| 10Y | +216.8% | +40.2% | +176.6% | +162.8% |
| All | +1,096.1% | +300.5% | +795.5% | +535.3% |
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