+8.7%
MDT vs ROIV
+280.9%
-272.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.4% |
| 7D | -3.7% | +9.2% | -12.9% | -4.0% |
| 30D | +8.6% | +19.9% | -11.3% | +7.7% |
| 3M | +12.2% | +10.6% | +1.6% | +11.6% |
| 6M | +33.7% | +36.1% | -2.3% | +31.5% |
| YTD | +7.8% | +84.3% | -76.5% | +4.3% |
| 1Y | +8.9% | +87.6% | -78.7% | +5.2% |
| 3Y | +57.6% | +353.9% | -296.3% | +45.5% |
| 5Y | -0.7% | +376.1% | -376.7% | -13.4% |
| All | +8.7% | +280.9% | -272.1% | -5.1% |
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 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