+37.0%
MDT vs ROK
+357.9%
-320.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -3.4% | -1.2% | -2.2% | -3.1% |
| 30D | +0.2% | -4.8% | +5.0% | +1.6% |
| 3M | +14.3% | -6.1% | +20.3% | +15.8% |
| 6M | +4.0% | +15.5% | -11.5% | -1.7% |
| YTD | -3.7% | +11.2% | -14.8% | -8.2% |
| 1Y | -0.4% | +23.8% | -24.2% | -8.5% |
| 3Y | +23.3% | +53.1% | -29.8% | +1.7% |
| 5Y | -18.9% | +48.3% | -67.2% | -34.3% |
| All | +37.0% | +357.9% | -320.9% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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