+642.2%
MPC vs ROK
+46.3%
+595.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +47.4% |
| 6M | +77.3% | +13.9% | +63.5% | +68.2% |
| YTD | +141.9% | +12.6% | +129.3% | +129.6% |
| 1Y | +120.9% | +28.6% | +92.3% | +100.6% |
| 3Y | +182.7% | +45.1% | +137.6% | +139.8% |
| All | +642.2% | +46.3% | +595.9% | +493.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling