+0.6%
MDT vs ROIV
+232.7%
-232.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.1% |
| 7D | +3.2% | +0.6% | +2.6% | +3.2% |
| 30D | +9.5% | +1.0% | +8.6% | +9.4% |
| 3M | +16.0% | +18.3% | -2.3% | +14.9% |
| 6M | +0.2% | +18.3% | -18.1% | -0.8% |
| YTD | -0.3% | +61.0% | -61.2% | -2.8% |
| 1Y | +4.7% | +177.9% | -173.2% | -0.8% |
| 3Y | +26.5% | +199.1% | -172.5% | +18.6% |
| 5Y | -18.2% | +250.7% | -268.9% | -27.6% |
| All | +0.6% | +232.7% | -232.1% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling