+14,370.1%
ROK vs MTB
+7,606.3%
+6,763.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | -8.5% | -2.0% | -6.5% | -7.5% |
| 30D | -6.4% | +0.1% | -6.5% | -6.4% |
| 3M | -8.8% | -12.1% | +3.3% | -3.4% |
| 6M | -10.5% | +7.3% | -17.8% | -13.6% |
| YTD | +5.4% | +11.5% | -6.1% | 0.0% |
| 1Y | +5.0% | +21.3% | -16.3% | -4.2% |
| 3Y | +64.3% | +104.1% | -39.8% | +18.0% |
| 5Y | +34.0% | +61.8% | -27.9% | +2.3% |
| 10Y | +268.2% | +115.4% | +152.8% | +128.8% |
| All | +14,370.1% | +7,606.3% | +6,763.7% | +3,431.9% |
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 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