+0.9%
ROP vs MTB
+65.9%
-64.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +0.2% | -0.7% | +0.8% | +0.3% |
| 30D | +30.3% | +1.4% | +28.9% | +29.9% |
| 3M | +17.8% | -11.6% | +29.4% | +21.0% |
| 6M | +38.9% | +5.4% | +33.5% | +37.0% |
| YTD | +7.6% | +11.7% | -4.1% | +4.6% |
| 1Y | +6.5% | +20.5% | -14.0% | +1.7% |
| 3Y | -6.3% | +104.5% | -110.8% | -20.7% |
| 5Y | +0.9% | +65.1% | -64.1% | -12.0% |
| All | +0.9% | +65.9% | -64.9% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling