+9,850.6%
ROL vs MKC
+3,068.3%
+6,782.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | +3.0% | -3.0% | +6.0% | +3.9% |
| 30D | +19.8% | +4.8% | +15.0% | +18.1% |
| 3M | +7.9% | -12.8% | +20.7% | +12.3% |
| 6M | -25.6% | +5.0% | -30.7% | -26.9% |
| YTD | -34.1% | -29.1% | -5.1% | -27.8% |
| 1Y | -31.4% | -26.4% | -5.0% | -25.7% |
| 3Y | +4.7% | -21.6% | +26.3% | +10.0% |
| 5Y | +15.6% | -35.2% | +50.9% | +27.0% |
| 10Y | +220.6% | +25.6% | +195.0% | +189.1% |
| All | +9,850.6% | +3,068.3% | +6,782.2% | +4,980.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling