+198.5%
MPC vs ROK
+64.0%
+134.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +9.4% | +6.1% | +3.3% | +7.8% |
| 30D | -13.4% | -6.5% | -6.9% | -12.3% |
| 3M | +18.9% | -10.2% | +29.1% | +21.6% |
| 6M | +64.9% | -10.6% | +75.5% | +67.6% |
| YTD | +156.8% | +4.9% | +151.9% | +144.8% |
| 1Y | +113.2% | +3.8% | +109.4% | +103.7% |
| All | +198.5% | +64.0% | +134.5% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling