+96,394.1%
ROST vs MDY
+2,594.0%
+93,800.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +0.3% | +2.3% | -2.0% | -1.5% |
| 30D | +0.5% | +2.0% | -1.5% | -1.0% |
| 3M | -5.2% | -5.6% | +0.4% | -0.9% |
| 6M | +9.8% | +1.3% | +8.5% | +8.4% |
| YTD | +29.4% | +12.3% | +17.1% | +17.3% |
| 1Y | +44.4% | +15.8% | +28.6% | +27.8% |
| 3Y | +95.0% | +56.5% | +38.5% | +33.3% |
| 5Y | +111.9% | +35.1% | +76.7% | +63.5% |
| 10Y | +301.2% | +167.4% | +133.8% | +86.3% |
| All | +96,394.1% | +2,594.0% | +93,800.2% | +8,210.6% |
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