+2.6%
MDT vs ROIV
+221.6%
-219.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +18.8% | -20.6% | -1.5% |
| 7D | +0.4% | +20.2% | -19.8% | +0.8% |
| 30D | +6.0% | +14.1% | -8.1% | +6.4% |
| 3M | +15.5% | +45.6% | -30.1% | +15.1% |
| 6M | +3.4% | +44.1% | -40.7% | +2.9% |
| YTD | -2.2% | +91.2% | -93.3% | -2.5% |
| 1Y | +2.6% | +221.3% | -218.7% | -1.4% |
| All | +2.6% | +221.6% | -219.0% | -1.4% |
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