+273.8%
ROIV vs MTB
+107.6%
+166.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.4% |
| 7D | +5.3% | -1.3% | +6.7% | +5.7% |
| 30D | +11.9% | +0.5% | +11.4% | +11.8% |
| 3M | +10.7% | -12.4% | +23.1% | +14.0% |
| 6M | +34.9% | +1.5% | +33.4% | +34.1% |
| YTD | +79.2% | +10.3% | +68.9% | +74.5% |
| 1Y | +89.0% | +22.2% | +66.8% | +79.9% |
| 3Y | +337.3% | +96.9% | +240.4% | +277.8% |
| 5Y | +402.3% | +64.3% | +338.0% | +367.1% |
| All | +273.8% | +107.6% | +166.2% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling