+336.8%
ROIV vs MKC
-21.4%
+358.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.3% |
| 7D | +1.7% | -3.0% | +4.6% | +2.0% |
| 30D | +17.6% | +4.8% | +12.8% | +16.8% |
| 3M | +9.0% | -12.8% | +21.8% | +10.4% |
| 6M | +35.3% | +5.0% | +30.3% | +32.9% |
| YTD | +82.2% | -29.1% | +111.2% | +93.4% |
| 1Y | +92.3% | -26.4% | +118.7% | +102.0% |
| 3Y | +336.8% | -21.6% | +358.4% | +338.1% |
| All | +336.8% | -21.4% | +358.2% | +338.1% |
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