+8,639.7%
MDT vs ROL
+9,602.3%
-962.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.2% |
| 7D | -3.7% | -1.7% | -2.0% | -3.3% |
| 30D | +8.6% | +18.5% | -9.9% | +4.1% |
| 3M | +12.2% | +4.3% | +7.8% | +10.9% |
| 6M | +33.7% | -27.7% | +61.5% | +44.5% |
| YTD | +7.8% | -35.8% | +43.6% | +19.6% |
| 1Y | +8.9% | -34.1% | +43.0% | +20.0% |
| 3Y | +57.6% | +2.9% | +54.7% | +54.5% |
| 5Y | -0.7% | +12.7% | -13.4% | -5.9% |
| 10Y | +60.3% | +212.6% | -152.3% | +15.7% |
| All | +8,639.7% | +9,602.3% | -962.6% | +2,695.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling