+129.7%
ROP vs MKC
+29.3%
+100.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -8.0% | -2.8% | -5.2% | -7.1% |
| 30D | -2.7% | -3.4% | +0.7% | -1.7% |
| 3M | +16.6% | +3.8% | +12.8% | +14.9% |
| 6M | +10.4% | -17.9% | +28.3% | +17.2% |
| YTD | -12.1% | -23.6% | +11.5% | -5.0% |
| 1Y | -23.6% | -23.1% | -0.5% | -17.9% |
| 3Y | -19.3% | -31.5% | +12.2% | -10.7% |
| 5Y | -15.4% | -33.1% | +17.7% | -7.0% |
| All | +129.7% | +29.3% | +100.4% | +109.5% |
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