-2.9%
MDT vs ROIV
+378.2%
-381.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.2% | -9.1% | -3.2% |
| 7D | +5.4% | +5.3% | +0.1% | +5.2% |
| 30D | +19.1% | +11.9% | +7.2% | +18.4% |
| 3M | +19.5% | +10.7% | +8.7% | +18.7% |
| 6M | +33.5% | +34.9% | -1.5% | +31.2% |
| YTD | +8.7% | +79.2% | -70.5% | +5.2% |
| 1Y | +16.8% | +89.0% | -72.2% | +12.6% |
| 3Y | +53.0% | +337.3% | -284.4% | +40.9% |
| All | -2.9% | +378.2% | -381.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling