+163.8%
MPC vs ROK
+49.7%
+114.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.9% |
| 7D | -16.2% | -13.8% | -2.4% | -13.2% |
| 30D | -15.7% | -14.9% | -0.8% | -12.5% |
| 3M | +24.9% | -14.7% | +39.6% | +29.3% |
| 6M | +52.7% | -17.7% | +70.3% | +58.4% |
| YTD | +131.9% | -2.5% | +134.3% | +125.1% |
| 1Y | +96.6% | +2.3% | +94.4% | +86.9% |
| 3Y | +163.8% | +52.7% | +111.0% | +94.5% |
| All | +163.8% | +49.7% | +114.1% | +94.5% |
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