+336.8%
ROIV vs MTB
+106.3%
+230.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +1.7% | +1.5% | +0.1% | +1.2% |
| 30D | +17.6% | +2.3% | +15.2% | +16.7% |
| 3M | +9.0% | -12.1% | +21.1% | +13.7% |
| 6M | +35.3% | +9.8% | +25.5% | +30.1% |
| YTD | +82.2% | +12.0% | +70.2% | +73.4% |
| 1Y | +92.3% | +22.0% | +70.2% | +77.3% |
| 3Y | +336.8% | +107.6% | +229.2% | +222.3% |
| All | +336.8% | +106.3% | +230.5% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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