-24.2%
ROP vs MTB
+22.9%
-47.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -6.1% | +1.1% | -7.2% | -6.3% |
| 30D | -3.4% | -4.6% | +1.3% | -2.5% |
| 3M | +16.7% | +6.3% | +10.4% | +15.1% |
| 6M | +8.1% | +15.6% | -7.5% | +4.8% |
| YTD | -11.7% | +20.6% | -32.2% | -14.8% |
| 1Y | -24.2% | +22.5% | -46.8% | -29.2% |
| All | -24.2% | +22.9% | -47.1% | -29.2% |
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