+601.0%
MPC vs ROK
+30.4%
+570.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +11.2% | +7.1% | +4.2% | +9.3% |
| 30D | -14.5% | -5.0% | -9.5% | -13.7% |
| 3M | +16.7% | -9.4% | +26.1% | +19.0% |
| 6M | +67.6% | -11.0% | +78.6% | +70.6% |
| YTD | +157.9% | +4.4% | +153.5% | +148.1% |
| 1Y | +116.7% | +7.4% | +109.2% | +106.3% |
| 3Y | +199.8% | +61.0% | +138.8% | +145.8% |
| All | +601.0% | +30.4% | +570.6% | +464.3% |
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