+1.3%
ROP vs MKC
-36.0%
+37.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | -2.7% | -7.3% | +4.6% | -0.8% |
| 30D | +29.7% | +4.0% | +25.7% | +28.7% |
| 3M | +21.2% | -11.5% | +32.7% | +24.5% |
| 6M | +48.3% | +1.1% | +47.2% | +47.8% |
| YTD | +8.4% | -29.9% | +38.3% | +16.6% |
| 1Y | +6.0% | -27.0% | +33.0% | +12.7% |
| 3Y | -5.6% | -22.3% | +16.7% | -2.7% |
| 5Y | +1.3% | -36.0% | +37.3% | +9.3% |
| All | +1.3% | -36.0% | +37.3% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling