-11.7%
MP vs ROK
+26.1%
-37.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.3% |
| 7D | +3.0% | +2.8% | +0.3% | +1.1% |
| 30D | +8.3% | -2.4% | +10.7% | +10.1% |
| 3M | -3.8% | -4.7% | +0.9% | -2.7% |
| 6M | -4.9% | +16.8% | -21.7% | -17.0% |
| YTD | +9.6% | +11.4% | -1.8% | -1.9% |
| 1Y | -11.7% | +26.2% | -37.9% | -20.8% |
| All | -11.7% | +26.1% | -37.9% | -20.8% |
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