+379.0%
ROIV vs MKC
-32.8%
+411.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.8% |
| 7D | +13.3% | -1.9% | +15.2% | +13.6% |
| 30D | +14.8% | +8.0% | +6.8% | +13.3% |
| 3M | +11.9% | -8.6% | +20.5% | +13.2% |
| 6M | +42.4% | +1.1% | +41.4% | +41.0% |
| YTD | +87.4% | -27.7% | +115.1% | +98.2% |
| 1Y | +97.2% | -23.7% | +121.0% | +105.8% |
| 3Y | +375.7% | -19.4% | +395.1% | +387.5% |
| 5Y | +379.0% | -33.3% | +412.4% | +519.0% |
| All | +379.0% | -32.8% | +411.8% | +519.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling