+46.0%
XOM vs MDT
+5.4%
+40.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | +1.8% | +3.2% | -1.5% | +1.5% |
| 30D | +5.9% | +9.5% | -3.7% | +5.3% |
| 3M | +5.6% | +16.0% | -10.4% | +4.7% |
| 6M | +7.9% | +0.2% | +7.7% | +9.0% |
| YTD | +35.2% | -0.3% | +35.4% | +36.5% |
| 1Y | +46.0% | +4.7% | +41.3% | +45.9% |
| All | +46.0% | +5.4% | +40.6% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling