+4.7%
MDT vs ROIV
+177.7%
-172.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.2% |
| 7D | +3.2% | +0.6% | +2.6% | +3.2% |
| 30D | +9.5% | +1.0% | +8.6% | +9.5% |
| 3M | +16.0% | +18.3% | -2.3% | +15.2% |
| 6M | +0.2% | +18.3% | -18.1% | -0.7% |
| YTD | -0.3% | +61.0% | -61.2% | -1.0% |
| 1Y | +4.7% | +177.9% | -173.2% | +0.1% |
| All | +4.7% | +177.7% | -172.9% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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