-15.3%
ROP vs MTB
+102.5%
-117.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -5.4% | +2.8% | -8.2% | -6.0% |
| 30D | -1.6% | -4.2% | +2.5% | -0.8% |
| 3M | +18.8% | +7.8% | +11.1% | +16.8% |
| 6M | +8.2% | +14.8% | -6.6% | +4.8% |
| YTD | -10.5% | +20.8% | -31.3% | -14.3% |
| 1Y | -23.7% | +23.1% | -46.9% | -27.4% |
| 3Y | -17.9% | +114.8% | -132.7% | -30.7% |
| 5Y | -15.3% | +103.3% | -118.6% | -27.6% |
| All | -15.3% | +102.5% | -117.8% | -27.6% |
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