+19.9%
MDT vs ROP
+10.4%
+9.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.9% | +2.2% | +5.1% |
| 7D | +10.7% | +11.7% | -1.0% | +7.8% |
| 30D | +19.3% | +35.5% | -16.1% | +11.1% |
| 3M | +22.8% | +25.6% | -2.9% | +15.9% |
| 6M | +36.4% | +39.3% | -2.9% | +26.1% |
| YTD | +12.1% | +11.6% | +0.4% | +5.2% |
| 1Y | +19.9% | +10.6% | +9.3% | +12.8% |
| All | +19.9% | +10.4% | +9.5% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling