+180.6%
MPC vs ROK
+45.2%
+135.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +5.4% | +0.7% | +4.8% | +5.2% |
| 30D | +31.0% | -3.3% | +34.3% | +32.0% |
| 3M | +46.0% | -5.9% | +51.9% | +47.3% |
| 6M | +77.3% | +13.9% | +63.5% | +67.4% |
| YTD | +141.9% | +12.6% | +129.3% | +128.5% |
| 1Y | +120.9% | +28.6% | +92.3% | +98.1% |
| All | +180.6% | +45.2% | +135.5% | +123.1% |
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