+3,026.4%
MDT vs ROP
+25,523.2%
-22,496.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.9% |
| 7D | +3.2% | -4.4% | +7.7% | +4.2% |
| 30D | +9.5% | +3.2% | +6.3% | +8.7% |
| 3M | +16.0% | +23.1% | -7.1% | +10.9% |
| 6M | +0.2% | +13.3% | -13.1% | -2.7% |
| YTD | -0.3% | -7.9% | +7.6% | +0.8% |
| 1Y | +4.7% | -22.1% | +26.8% | +9.6% |
| 3Y | +26.5% | -16.8% | +43.3% | +30.2% |
| 5Y | -18.2% | -13.5% | -4.7% | -16.8% |
| 10Y | +40.0% | +137.7% | -97.7% | +17.6% |
| All | +3,026.4% | +25,523.2% | -22,496.8% | +1,441.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling