-37.8%
ROL vs MKC
-23.8%
-14.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.2% | -2.8% | -0.4% | -2.6% |
| 30D | -6.6% | -3.4% | -3.2% | -5.9% |
| 3M | -27.3% | +3.8% | -31.1% | -27.7% |
| 6M | -38.1% | -17.9% | -20.2% | -35.8% |
| YTD | -41.8% | -23.6% | -18.1% | -38.9% |
| 1Y | -37.8% | -23.1% | -14.7% | -35.1% |
| All | -37.8% | -23.8% | -14.0% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling