+58.1%
MP vs ROK
+46.3%
+11.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.6% |
| 7D | -2.9% | +0.7% | -3.5% | -3.3% |
| 30D | +13.8% | -3.3% | +17.1% | +16.3% |
| 3M | -16.7% | -5.9% | -10.8% | -14.2% |
| 6M | -11.5% | +13.9% | -25.4% | -19.3% |
| YTD | +7.9% | +12.6% | -4.6% | -1.2% |
| 1Y | -15.0% | +28.6% | -43.6% | -28.8% |
| 3Y | +153.5% | +45.1% | +108.4% | +88.5% |
| All | +58.1% | +46.3% | +11.9% | +15.2% |
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