+375.7%
ROIV vs MKC
-20.6%
+396.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.7% |
| 7D | +13.3% | -1.9% | +15.2% | +13.5% |
| 30D | +14.8% | +8.0% | +6.8% | +13.6% |
| 3M | +11.9% | -8.6% | +20.5% | +12.9% |
| 6M | +42.4% | +1.1% | +41.4% | +41.1% |
| YTD | +87.4% | -27.7% | +115.1% | +98.7% |
| 1Y | +97.2% | -23.7% | +121.0% | +106.0% |
| 3Y | +375.7% | -19.4% | +395.1% | +370.8% |
| All | +375.7% | -20.6% | +396.3% | +370.8% |
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 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