-19.5%
MDT vs ROL
-6.0%
-13.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | -0.3% | -3.3% | +3.0% | +0.6% |
| 30D | +2.8% | -7.2% | +10.0% | +5.0% |
| 3M | +13.1% | -27.0% | +40.1% | +23.3% |
| 6M | +2.3% | -39.5% | +41.8% | +17.4% |
| YTD | -2.7% | -41.8% | +39.1% | +12.3% |
| 1Y | +0.9% | -38.9% | +39.7% | +14.6% |
| 3Y | +26.8% | -0.4% | +27.2% | +25.3% |
| 5Y | -19.5% | -4.2% | -15.2% | -21.5% |
| All | -19.5% | -6.0% | -13.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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