+94.6%
ROIV vs MKC
-25.6%
+120.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.1% |
| 7D | +14.3% | -2.4% | +16.7% | +14.0% |
| 30D | +16.2% | +5.4% | +10.9% | +16.6% |
| 3M | +15.1% | -11.1% | +26.2% | +14.0% |
| 6M | +44.2% | -1.4% | +45.6% | +43.6% |
| YTD | +89.8% | -29.4% | +119.2% | +93.6% |
| 1Y | +94.6% | -24.7% | +119.3% | +97.0% |
| All | +94.6% | -25.6% | +120.1% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling