+3,301.1%
MDT vs ROP
+30,029.2%
-26,728.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -3.2% | -2.9% | -0.2% | -2.6% |
| 30D | +10.5% | +30.1% | -19.5% | +4.5% |
| 3M | +13.0% | +19.9% | -6.9% | +8.6% |
| 6M | +38.7% | +46.0% | -7.3% | +27.6% |
| YTD | +8.5% | +8.4% | +0.1% | +5.9% |
| 1Y | +10.0% | +8.8% | +1.2% | +7.3% |
| 3Y | +58.6% | -5.6% | +64.2% | +58.8% |
| 5Y | -0.3% | +3.0% | -3.3% | -2.3% |
| 10Y | +61.3% | +184.0% | -122.8% | +30.4% |
| All | +3,301.1% | +30,029.2% | -26,728.1% | +1,518.9% |
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