+198.5%
ROIV vs MKC
-30.0%
+228.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +0.6% | -5.9% | +6.5% | +1.3% |
| 30D | +1.0% | -0.9% | +1.8% | +1.0% |
| 3M | +18.3% | +12.7% | +5.6% | +15.9% |
| 6M | +18.3% | -19.3% | +37.6% | +23.1% |
| YTD | +61.0% | -22.2% | +83.1% | +68.5% |
| 1Y | +177.9% | -23.3% | +201.2% | +191.5% |
| All | +198.5% | -30.0% | +228.5% | +188.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling