+15,354.0%
ROK vs MTB
+8,294.1%
+7,059.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | +1.7% | -1.0% | -0.1% |
| 30D | -3.3% | -4.2% | +0.9% | -1.4% |
| 3M | -5.9% | +8.9% | -14.7% | -9.7% |
| 6M | +13.9% | +10.9% | +3.0% | +8.4% |
| YTD | +12.6% | +21.5% | -8.9% | +2.7% |
| 1Y | +28.6% | +21.9% | +6.7% | +16.9% |
| 3Y | +45.1% | +109.2% | -64.1% | +2.5% |
| 5Y | +45.6% | +102.0% | -56.4% | 0.0% |
| 10Y | +345.0% | +171.9% | +173.1% | +148.8% |
| All | +15,354.0% | +8,294.1% | +7,059.9% | +3,527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling