-18.2%
MDT vs ROK
+47.1%
-65.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | +0.2% | -4.8% | +5.0% | +1.1% |
| 3M | +14.3% | -6.1% | +20.3% | +15.1% |
| 6M | +4.0% | +15.5% | -11.5% | +0.4% |
| YTD | -3.7% | +11.2% | -14.8% | -6.5% |
| 1Y | -0.4% | +23.8% | -24.2% | -5.5% |
| 3Y | +23.3% | +53.1% | -29.8% | +9.3% |
| All | -18.2% | +47.1% | -65.3% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling