+2.7%
MDT vs ROK
+30.4%
-27.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +1.0% | +7.1% | -6.0% | -0.1% |
| 30D | +9.2% | -5.0% | +14.1% | +9.7% |
| 3M | +14.5% | -9.4% | +23.9% | +15.9% |
| 6M | +37.3% | -11.0% | +48.3% | +38.9% |
| YTD | +9.8% | +4.4% | +5.4% | +7.3% |
| 1Y | +10.5% | +7.4% | +3.1% | +7.3% |
| 3Y | +57.4% | +61.0% | -3.5% | +36.8% |
| All | +2.7% | +30.4% | -27.7% | -10.3% |
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