-5.6%
ROP vs MKC
-22.3%
+16.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | -2.7% | -7.3% | +4.6% | -1.2% |
| 30D | +29.7% | +4.0% | +25.7% | +29.1% |
| 3M | +21.2% | -11.5% | +32.7% | +23.6% |
| 6M | +48.3% | +1.1% | +47.2% | +48.3% |
| YTD | +8.4% | -29.9% | +38.3% | +14.0% |
| 1Y | +6.0% | -27.0% | +33.0% | +10.3% |
| All | -5.6% | -22.3% | +16.8% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling