-4.7%
ROL vs MKC
-33.2%
+28.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -3.4% | -4.3% | +0.9% | -2.3% |
| 30D | -6.9% | -2.0% | -4.9% | -6.5% |
| 3M | -24.6% | +10.0% | -34.6% | -26.5% |
| 6M | -39.5% | -18.5% | -21.0% | -36.4% |
| YTD | -41.1% | -22.4% | -18.7% | -37.5% |
| 1Y | -37.9% | -23.6% | -14.3% | -33.9% |
| 3Y | +0.8% | -30.4% | +31.2% | +9.5% |
| 5Y | -4.7% | -34.2% | +29.5% | +5.0% |
| All | -4.7% | -33.2% | +28.6% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling