+28.6%
ROK vs MTB
+23.4%
+5.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | +1.7% | -1.0% | -0.2% |
| 30D | -3.3% | -4.2% | +0.9% | -1.3% |
| 3M | -5.9% | +8.9% | -14.7% | -10.8% |
| 6M | +13.9% | +10.9% | +3.0% | +6.5% |
| YTD | +12.6% | +21.5% | -8.9% | +0.7% |
| 1Y | +28.6% | +21.9% | +6.7% | +12.6% |
| All | +28.6% | +23.4% | +5.2% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling