+3,342.9%
MDT vs ROP
+30,172.7%
-26,829.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.8% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +9.2% | +28.8% | -19.6% | +3.4% |
| 3M | +14.5% | +21.1% | -6.6% | +9.8% |
| 6M | +37.3% | +52.5% | -15.2% | +25.2% |
| YTD | +9.8% | +8.9% | +1.0% | +7.1% |
| 1Y | +10.5% | +8.2% | +2.3% | +7.9% |
| 3Y | +57.4% | -5.2% | +62.6% | +57.5% |
| 5Y | +1.2% | +1.7% | -0.6% | -0.7% |
| 10Y | +63.2% | +185.4% | -122.1% | +31.9% |
| All | +3,342.9% | +30,172.7% | -26,829.7% | +1,537.2% |
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