-19.5%
MDT vs ROP
-16.4%
-3.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -0.3% | -6.1% | +5.8% | +1.9% |
| 30D | +2.8% | -3.4% | +6.1% | +3.9% |
| 3M | +13.1% | +16.7% | -3.6% | +6.9% |
| 6M | +2.3% | +8.1% | -5.7% | -0.9% |
| YTD | -2.7% | -11.7% | +9.0% | +1.3% |
| 1Y | +0.9% | -24.2% | +25.1% | +11.8% |
| 3Y | +26.8% | -19.0% | +45.8% | +34.5% |
| 5Y | -19.5% | -15.9% | -3.6% | -18.8% |
| All | -19.5% | -16.4% | -3.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling