+29,140.1%
ROP vs MTB
+4,263.0%
+24,877.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +0.2% | -0.7% | +0.8% | +0.4% |
| 30D | +30.3% | +1.4% | +28.9% | +29.7% |
| 3M | +17.8% | -11.6% | +29.4% | +22.8% |
| 6M | +38.9% | +5.4% | +33.5% | +36.0% |
| YTD | +7.6% | +11.7% | -4.1% | +2.9% |
| 1Y | +6.5% | +20.5% | -14.0% | -0.9% |
| 3Y | -6.3% | +104.5% | -110.8% | -29.1% |
| 5Y | +0.9% | +65.1% | -64.1% | -20.9% |
| 10Y | +180.7% | +119.5% | +61.2% | +81.2% |
| All | +29,140.1% | +4,263.0% | +24,877.1% | +7,293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling