+111.1%
ROST vs MDY
+43.9%
+67.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.9% |
| 7D | -2.5% | -2.5% | 0.0% | -0.5% |
| 30D | -10.3% | -5.0% | -5.2% | -6.5% |
| 3M | -2.6% | +0.5% | -3.0% | -3.2% |
| 6M | +6.5% | +8.0% | -1.5% | -0.3% |
| YTD | +25.9% | +12.2% | +13.8% | +14.0% |
| 1Y | +52.3% | +14.0% | +38.4% | +35.9% |
| 3Y | +94.6% | +48.2% | +46.4% | +34.0% |
| 5Y | +111.1% | +46.1% | +65.0% | +47.4% |
| All | +111.1% | +43.9% | +67.2% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling