-21.8%
MDB vs ROK
+48.2%
-70.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -5.0% |
| 7D | -17.4% | +0.7% | -18.1% | -18.0% |
| 30D | -2.0% | -3.3% | +1.3% | 0.0% |
| 3M | -3.0% | -5.9% | +2.9% | -1.0% |
| 6M | +48.7% | +13.9% | +34.8% | +29.3% |
| YTD | -12.1% | +12.6% | -24.7% | -22.7% |
| 1Y | +14.5% | +28.6% | -14.1% | -9.4% |
| 3Y | -6.1% | +45.1% | -51.2% | -36.2% |
| All | -21.8% | +48.2% | -70.1% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling