+95,222.8%
ROST vs MDY
+2,644.5%
+92,578.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | 0.0% | +1.0% | -1.0% | -0.8% |
| 30D | -10.2% | -3.1% | -7.0% | -7.9% |
| 3M | +1.0% | +1.8% | -0.8% | -0.7% |
| 6M | +8.7% | +10.8% | -2.1% | 0.0% |
| YTD | +27.8% | +14.4% | +13.4% | +14.3% |
| 1Y | +52.7% | +15.2% | +37.5% | +35.7% |
| 3Y | +97.5% | +51.2% | +46.3% | +38.8% |
| 5Y | +111.6% | +47.2% | +64.3% | +52.7% |
| 10Y | +302.2% | +171.1% | +131.1% | +84.6% |
| All | +95,222.8% | +2,644.5% | +92,578.3% | +7,995.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling