+3,109.1%
MPC vs ROK
+546.2%
+2,562.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +2.7% |
| 7D | -9.4% | -11.5% | +2.1% | -3.9% |
| 30D | -14.3% | -10.0% | -4.3% | -10.2% |
| 3M | +31.1% | -11.4% | +42.5% | +38.0% |
| 6M | +60.3% | -13.7% | +74.0% | +68.5% |
| YTD | +142.5% | +1.0% | +141.5% | +128.8% |
| 1Y | +104.6% | +5.6% | +98.9% | +87.4% |
| 3Y | +191.7% | +59.1% | +132.6% | +100.0% |
| 5Y | +549.2% | +26.1% | +523.1% | +383.1% |
| 10Y | +1,106.2% | +266.4% | +839.8% | +342.1% |
| All | +3,109.1% | +546.2% | +2,562.9% | +627.1% |
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 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