+104.9%
MA vs RKT
-0.4%
+105.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +2.3% | +17.7% | -15.4% | +0.8% |
| 30D | +14.7% | +31.6% | -17.0% | +11.9% |
| 3M | +13.5% | +13.9% | -0.4% | +11.9% |
| 6M | +33.1% | +2.8% | +30.3% | +31.8% |
| YTD | +15.1% | -22.2% | +37.3% | +16.2% |
| 1Y | +18.7% | -3.5% | +22.3% | +17.4% |
| 3Y | +72.1% | +95.3% | -23.2% | +53.4% |
| 5Y | +92.8% | -0.4% | +93.2% | +75.6% |
| All | +104.9% | -0.4% | +105.4% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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