+52.3%
ROK vs MTB
+112.6%
-60.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.2% | +1.1% | -0.9% | -0.4% |
| 30D | -1.8% | -4.6% | +2.8% | +0.8% |
| 3M | -7.2% | +6.3% | -13.4% | -10.8% |
| 6M | +14.2% | +15.6% | -1.4% | +4.5% |
| YTD | +10.6% | +20.6% | -10.0% | -1.4% |
| 1Y | +25.9% | +22.5% | +3.4% | +11.0% |
| All | +52.3% | +112.6% | -60.3% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling