+8,801.5%
MDT vs ROK
+14,694.8%
-5,893.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.0% | +7.1% | -6.0% | -0.6% |
| 30D | +9.2% | -5.0% | +14.1% | +10.0% |
| 3M | +14.5% | -9.4% | +23.9% | +16.6% |
| 6M | +37.3% | -11.0% | +48.3% | +39.7% |
| YTD | +9.8% | +4.4% | +5.4% | +6.8% |
| 1Y | +10.5% | +7.4% | +3.1% | +6.7% |
| 3Y | +57.4% | +61.0% | -3.5% | +33.7% |
| 5Y | +1.2% | +30.4% | -29.2% | -11.2% |
| 10Y | +63.2% | +264.8% | -201.5% | +9.1% |
| All | +8,801.5% | +14,694.8% | -5,893.2% | +2,263.8% |
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