+206.6%
ROL vs MKC
+29.9%
+176.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -3.2% | -1.5% | -1.7% | -2.6% |
| 30D | -4.9% | -3.1% | -1.8% | -3.9% |
| 3M | -25.8% | +5.2% | -31.0% | -27.3% |
| 6M | -37.6% | -12.8% | -24.7% | -34.7% |
| YTD | -41.5% | -23.3% | -18.2% | -36.2% |
| 1Y | -39.5% | -24.1% | -15.4% | -33.9% |
| 3Y | +0.1% | -32.1% | +32.2% | +12.5% |
| 5Y | -4.6% | -32.8% | +28.2% | +5.4% |
| All | +206.6% | +29.9% | +176.7% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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