+8.2%
ROP vs MTB
+21.0%
-12.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +0.7% | +1.5% | -0.8% | +0.3% |
| 30D | +28.8% | +2.3% | +26.4% | +28.2% |
| 3M | +21.1% | -12.1% | +33.2% | +23.7% |
| 6M | +52.5% | +9.8% | +42.7% | +49.4% |
| YTD | +8.9% | +12.0% | -3.1% | +7.6% |
| 1Y | +8.2% | +22.0% | -13.8% | +4.5% |
| All | +8.2% | +21.0% | -12.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling