+19.9%
MDT vs ROST
+54.7%
-34.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.1% | 0.0% | +4.6% |
| 7D | +10.7% | +7.8% | +3.0% | +8.8% |
| 30D | +19.3% | +8.6% | +10.8% | +17.0% |
| 3M | +22.8% | -1.9% | +24.7% | +22.7% |
| 6M | +36.4% | +9.1% | +27.2% | +33.2% |
| YTD | +12.1% | +37.2% | -25.2% | +5.5% |
| 1Y | +19.9% | +52.7% | -32.8% | +10.3% |
| All | +19.9% | +54.7% | -34.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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