+298.8%
ROIV vs MKC
-36.2%
+335.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.3% | +19.1% | +18.8% |
| 7D | +20.2% | -4.3% | +24.5% | +21.0% |
| 30D | +14.1% | -2.0% | +16.1% | +14.4% |
| 3M | +45.6% | +10.0% | +35.6% | +42.6% |
| 6M | +44.1% | -18.5% | +62.7% | +49.8% |
| YTD | +91.2% | -22.4% | +113.6% | +100.3% |
| 1Y | +221.3% | -23.6% | +244.9% | +237.4% |
| 3Y | +229.2% | -30.4% | +259.6% | +250.3% |
| 5Y | +316.5% | -34.2% | +350.7% | +345.5% |
| All | +298.8% | -36.2% | +335.0% | +326.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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