+7,983.2%
MDT vs ROL
+9,030.3%
-1,047.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.2% | -1.4% | +4.7% | +3.6% |
| 30D | +9.5% | -4.1% | +13.6% | +10.6% |
| 3M | +16.0% | -22.5% | +38.5% | +23.3% |
| 6M | +0.2% | -37.7% | +37.9% | +12.4% |
| YTD | -0.3% | -39.6% | +39.3% | +12.5% |
| 1Y | +4.7% | -36.0% | +40.7% | +16.2% |
| 3Y | +26.5% | -5.1% | +31.7% | +26.4% |
| 5Y | -18.2% | -3.4% | -14.8% | -19.6% |
| 10Y | +40.0% | +215.2% | -175.2% | +1.0% |
| All | +7,983.2% | +9,030.3% | -1,047.1% | +2,528.3% |
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