+348.5%
ROK vs MTB
+173.8%
+174.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -4.8% | -4.8% | 0.0% | -2.7% |
| 3M | -6.1% | +6.0% | -12.0% | -8.9% |
| 6M | +15.5% | +19.6% | -4.1% | +6.0% |
| YTD | +11.2% | +21.5% | -10.3% | +1.2% |
| 1Y | +23.8% | +24.7% | -0.9% | +11.2% |
| 3Y | +53.1% | +108.6% | -55.5% | +8.5% |
| 5Y | +48.3% | +106.7% | -58.4% | +0.5% |
| All | +348.5% | +173.8% | +174.7% | +142.5% |
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