-0.4%
MDT vs ROST
+55.6%
-55.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.2% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | +0.2% | -6.9% | +7.1% | +1.5% |
| 3M | +14.3% | -3.3% | +17.6% | +15.0% |
| 6M | +4.0% | +9.0% | -5.0% | +2.4% |
| YTD | -3.7% | +28.9% | -32.5% | -7.4% |
| 1Y | -0.4% | +54.0% | -54.3% | -6.5% |
| All | -0.4% | +55.6% | -55.9% | -6.5% |
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 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