-1.9%
MDT vs ROIV
+298.2%
-300.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.3% | +22.3% | -22.6% | -1.2% |
| 30D | +2.8% | +16.9% | -14.1% | +2.0% |
| 3M | +13.1% | +43.9% | -30.8% | +11.1% |
| 6M | +2.3% | +41.6% | -39.2% | +0.5% |
| YTD | -2.7% | +92.7% | -95.4% | -6.0% |
| 1Y | +0.9% | +210.2% | -209.3% | -4.9% |
| 3Y | +26.8% | +231.8% | -205.0% | +18.2% |
| 5Y | -19.5% | +319.8% | -339.2% | -29.3% |
| All | -1.9% | +298.2% | -300.1% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling