+24,936.4%
ROP vs MKC
+1,429.7%
+23,506.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -4.4% | -5.9% | +1.4% | -2.7% |
| 30D | +3.2% | -0.9% | +4.1% | +3.5% |
| 3M | +23.1% | +12.7% | +10.3% | +18.4% |
| 6M | +13.3% | -19.3% | +32.6% | +20.2% |
| YTD | -7.9% | -22.2% | +14.3% | -1.8% |
| 1Y | -22.1% | -23.3% | +1.3% | -16.7% |
| 3Y | -16.8% | -30.0% | +13.2% | -9.9% |
| 5Y | -13.5% | -33.8% | +20.2% | -5.6% |
| 10Y | +137.7% | +24.4% | +113.3% | +110.8% |
| All | +24,936.4% | +1,429.7% | +23,506.7% | +13,434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling