+184.4%
ROP vs MKC
+25.8%
+158.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | 0.0% |
| 7D | +0.7% | -3.0% | +3.7% | +1.7% |
| 30D | +28.8% | +4.8% | +24.0% | +26.9% |
| 3M | +21.1% | -12.8% | +33.9% | +26.5% |
| 6M | +52.5% | +5.0% | +47.5% | +49.4% |
| YTD | +8.9% | -29.1% | +37.9% | +20.5% |
| 1Y | +8.2% | -26.4% | +34.6% | +18.0% |
| 3Y | -5.2% | -21.6% | +16.5% | -1.1% |
| 5Y | +1.7% | -35.2% | +37.0% | +12.4% |
| All | +184.4% | +25.8% | +158.6% | +162.8% |
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