-17.9%
ROP vs MKC
-29.9%
+12.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | -5.4% | -4.3% | -1.1% | -4.8% |
| 30D | -1.6% | -2.0% | +0.4% | -1.3% |
| 3M | +18.8% | +10.0% | +8.8% | +17.2% |
| 6M | +8.2% | -18.5% | +26.7% | +10.8% |
| YTD | -10.5% | -22.4% | +11.9% | -7.6% |
| 1Y | -23.7% | -23.6% | -0.1% | -21.1% |
| 3Y | -17.9% | -30.4% | +12.6% | -13.7% |
| All | -17.9% | -29.9% | +12.0% | -13.7% |
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