+24,936.4%
ROP vs MTB
+4,643.3%
+20,293.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -4.4% | +1.7% | -6.2% | -5.0% |
| 30D | +3.2% | -4.2% | +7.4% | +4.7% |
| 3M | +23.1% | +8.9% | +14.2% | +19.3% |
| 6M | +13.3% | +10.9% | +2.4% | +8.9% |
| YTD | -7.9% | +21.5% | -29.3% | -14.4% |
| 1Y | -22.1% | +21.9% | -44.0% | -27.8% |
| 3Y | -16.8% | +109.2% | -126.1% | -37.8% |
| 5Y | -13.5% | +102.0% | -115.5% | -37.3% |
| 10Y | +137.7% | +171.9% | -34.2% | +41.7% |
| All | +24,936.4% | +4,643.3% | +20,293.1% | +6,050.6% |
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