+267.3%
MP vs ROK
+115.1%
+152.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | -0.7% |
| 7D | +2.3% | -8.5% | +10.8% | +7.5% |
| 30D | -15.3% | -6.4% | -8.9% | -12.1% |
| 3M | -33.5% | -8.8% | -24.7% | -29.9% |
| 6M | -45.5% | -10.5% | -35.0% | -42.3% |
| YTD | -27.3% | +5.4% | -32.7% | -30.8% |
| 1Y | -40.7% | +5.0% | -45.7% | -43.3% |
| 3Y | +145.9% | +64.3% | +81.5% | +69.6% |
| 5Y | -13.9% | +34.0% | -47.9% | -35.3% |
| All | +267.3% | +115.1% | +152.2% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling