+1,134.0%
MPC vs ROK
+342.8%
+791.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.8% |
| 7D | +3.9% | +2.8% | +1.1% | +2.4% |
| 30D | +33.8% | -2.4% | +36.2% | +35.2% |
| 3M | +49.9% | -4.7% | +54.5% | +51.5% |
| 6M | +80.9% | +16.8% | +64.2% | +61.2% |
| YTD | +147.4% | +11.4% | +136.1% | +124.9% |
| 1Y | +123.2% | +26.2% | +97.0% | +88.2% |
| 3Y | +171.7% | +51.9% | +119.9% | +95.6% |
| 5Y | +678.6% | +46.4% | +632.2% | +439.0% |
| 10Y | +1,134.0% | +343.5% | +790.5% | +289.8% |
| All | +1,134.0% | +342.8% | +791.3% | +289.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling