+95.0%
ROST vs MDY
+56.8%
+38.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.3% | +2.3% | -2.0% | -1.1% |
| 30D | +0.5% | +2.0% | -1.5% | -0.7% |
| 3M | -5.2% | -5.6% | +0.4% | -1.8% |
| 6M | +9.8% | +1.3% | +8.5% | +8.7% |
| YTD | +29.4% | +12.3% | +17.1% | +19.8% |
| 1Y | +44.4% | +15.8% | +28.6% | +31.1% |
| 3Y | +95.0% | +56.5% | +38.5% | +44.9% |
| All | +95.0% | +56.8% | +38.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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