+8.2%
MDB vs ROK
+25.5%
-17.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | -14.0% | -1.8% | -12.2% | -13.6% |
| 3M | +5.3% | -7.2% | +12.5% | +6.0% |
| 6M | +31.9% | +14.2% | +17.7% | +16.4% |
| YTD | -14.6% | +10.6% | -25.2% | -21.5% |
| 1Y | +8.2% | +25.9% | -17.7% | -6.0% |
| All | +8.2% | +25.5% | -17.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling