+29,339.2%
ROP vs MTB
+4,254.7%
+25,084.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.9% | -2.0% | -1.0% | -2.3% |
| 30D | +30.1% | +0.1% | +29.9% | +30.0% |
| 3M | +19.9% | -12.1% | +32.0% | +25.2% |
| 6M | +46.0% | +7.3% | +38.7% | +42.1% |
| YTD | +8.4% | +11.5% | -3.2% | +3.7% |
| 1Y | +8.8% | +21.3% | -12.5% | +1.0% |
| 3Y | -5.6% | +104.1% | -109.8% | -28.6% |
| 5Y | +3.0% | +61.8% | -58.8% | -18.7% |
| 10Y | +184.0% | +115.4% | +68.6% | +84.7% |
| All | +29,339.2% | +4,254.7% | +25,084.5% | +7,348.7% |
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