+1,135.3%
MPC vs ROK
+273.4%
+861.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.3% |
| 7D | +2.6% | -8.5% | +11.1% | +6.7% |
| 30D | -12.2% | -6.4% | -5.8% | -10.0% |
| 3M | +20.1% | -8.8% | +28.9% | +24.3% |
| 6M | +60.6% | -10.5% | +71.1% | +65.4% |
| YTD | +150.6% | +5.4% | +145.2% | +131.7% |
| 1Y | +104.7% | +5.0% | +99.7% | +89.1% |
| 3Y | +194.5% | +64.3% | +130.2% | +99.6% |
| 5Y | +582.3% | +34.0% | +548.3% | +397.2% |
| 10Y | +1,135.3% | +268.2% | +867.1% | +334.4% |
| All | +1,135.3% | +273.4% | +861.8% | +334.4% |
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