+263.4%
ROK vs MTB
+115.1%
+148.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +7.1% | +1.5% | +5.5% | +6.3% |
| 30D | -5.0% | +2.3% | -7.3% | -5.9% |
| 3M | -9.4% | -12.1% | +2.7% | -3.8% |
| 6M | -11.0% | +9.8% | -20.8% | -15.1% |
| YTD | +4.4% | +12.0% | -7.6% | -1.3% |
| 1Y | +7.4% | +22.0% | -14.6% | -2.4% |
| 3Y | +61.0% | +107.6% | -46.6% | +15.1% |
| 5Y | +30.4% | +61.9% | -31.5% | -0.2% |
| All | +263.4% | +115.1% | +148.3% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling