+7,983.2%
MDT vs ROK
+15,847.2%
-7,864.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.8% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +9.5% | -3.3% | +12.8% | +10.4% |
| 3M | +16.0% | -5.9% | +21.8% | +17.2% |
| 6M | +0.2% | +13.9% | -13.7% | -3.7% |
| YTD | -0.3% | +12.6% | -12.9% | -4.2% |
| 1Y | +4.7% | +28.6% | -23.9% | -2.9% |
| 3Y | +26.5% | +45.1% | -18.6% | +10.8% |
| 5Y | -18.2% | +45.6% | -63.8% | -29.8% |
| 10Y | +40.0% | +345.0% | -305.0% | -10.3% |
| All | +7,983.2% | +15,847.2% | -7,864.0% | +2,019.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling