-15.9%
ROP vs MKC
-34.7%
+18.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -6.1% | -4.3% | -1.8% | -5.2% |
| 30D | -3.4% | -3.1% | -0.2% | -2.7% |
| 3M | +16.7% | +6.8% | +9.9% | +14.8% |
| 6M | +8.1% | -18.3% | +26.4% | +12.7% |
| YTD | -11.7% | -23.1% | +11.4% | -6.9% |
| 1Y | -24.2% | -23.7% | -0.5% | -20.1% |
| 3Y | -19.0% | -31.0% | +12.0% | -12.2% |
| 5Y | -15.9% | -33.5% | +17.7% | -5.6% |
| All | -15.9% | -34.7% | +18.8% | -5.6% |
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