+3,101.0%
MPC vs ROK
+619.9%
+2,481.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | +5.4% | +0.7% | +4.8% | +5.0% |
| 30D | +31.0% | -3.3% | +34.3% | +33.1% |
| 3M | +46.0% | -5.9% | +51.9% | +48.8% |
| 6M | +77.3% | +13.9% | +63.5% | +59.8% |
| YTD | +141.9% | +12.6% | +129.3% | +118.0% |
| 1Y | +120.9% | +28.6% | +92.3% | +83.6% |
| 3Y | +182.7% | +45.1% | +137.6% | +107.8% |
| 5Y | +646.4% | +45.6% | +600.9% | +414.6% |
| 10Y | +1,138.7% | +345.0% | +793.7% | +311.4% |
| All | +3,101.0% | +619.9% | +2,481.1% | +592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling