-34.6%
MP vs ROK
+25.3%
-59.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.7% |
| 7D | -12.5% | 0.0% | -12.6% | -12.5% |
| 30D | -23.3% | -2.5% | -20.9% | -21.9% |
| 3M | -24.4% | 0.0% | -24.4% | -24.4% |
| 6M | -45.8% | +11.6% | -57.3% | -51.5% |
| YTD | -28.9% | +15.2% | -44.1% | -40.3% |
| 1Y | -34.6% | +25.0% | -59.6% | -49.3% |
| All | -34.6% | +25.3% | -59.9% | -49.3% |
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