+221.3%
ROIV vs MKC
-24.0%
+245.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.3% | +19.1% | +18.7% |
| 7D | +20.2% | -4.3% | +24.5% | +19.9% |
| 30D | +14.1% | -2.0% | +16.1% | +14.0% |
| 3M | +45.6% | +10.0% | +35.6% | +45.5% |
| 6M | +44.1% | -18.5% | +62.7% | +48.3% |
| YTD | +91.2% | -22.4% | +113.6% | +98.7% |
| 1Y | +221.3% | -23.6% | +244.9% | +240.5% |
| All | +221.3% | -24.0% | +245.3% | +240.5% |
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