+7,983.2%
MDT vs ROST
+70,186.3%
-62,203.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +3.2% | +0.9% | +2.3% | +3.1% |
| 30D | +9.5% | -8.9% | +18.4% | +11.1% |
| 3M | +16.0% | -0.8% | +16.8% | +16.0% |
| 6M | +0.2% | +8.5% | -8.3% | -1.3% |
| YTD | -0.3% | +28.6% | -28.9% | -4.6% |
| 1Y | +4.7% | +52.3% | -47.6% | -2.6% |
| 3Y | +26.5% | +94.8% | -68.3% | +12.3% |
| 5Y | -18.2% | +110.8% | -129.0% | -29.5% |
| 10Y | +40.0% | +304.5% | -264.5% | +8.2% |
| All | +7,983.2% | +70,186.3% | -62,203.1% | +3,203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling