+6.5%
ROK vs MTB
+25.0%
-18.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.2% | -12.0% | -13.0% |
| 7D | -15.6% | -1.9% | -13.7% | -14.5% |
| 30D | -15.5% | +0.5% | -15.9% | -15.4% |
| 3M | -15.1% | -12.2% | -2.9% | -9.0% |
| 6M | -12.0% | +3.4% | -15.4% | -15.3% |
| YTD | -1.1% | +11.3% | -12.4% | -9.8% |
| 1Y | +6.5% | +23.3% | -16.8% | -9.9% |
| All | +6.5% | +25.0% | -18.5% | -9.9% |
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