+38.0%
MDT vs ROST
+308.3%
-270.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -2.5% | +0.9% | -0.8% |
| 30D | +1.0% | -10.3% | +11.3% | +4.3% |
| 3M | +15.2% | -2.6% | +17.8% | +15.8% |
| 6M | +3.7% | +6.5% | -2.8% | +1.2% |
| YTD | -3.0% | +25.9% | -28.9% | -10.3% |
| 1Y | +2.5% | +52.3% | -49.9% | -10.8% |
| 3Y | +26.5% | +94.6% | -68.1% | 0.0% |
| 5Y | -18.3% | +111.1% | -129.4% | -39.0% |
| All | +38.0% | +308.3% | -270.3% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling