+944.2%
RKLB vs MKC
-31.2%
+975.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -4.3% |
| 7D | 0.0% | -4.3% | +4.3% | -0.4% |
| 30D | -21.2% | -3.1% | -18.1% | -21.4% |
| 3M | -41.7% | +6.8% | -48.5% | -41.4% |
| 6M | -11.8% | -18.3% | +6.6% | -12.2% |
| YTD | -9.6% | -23.1% | +13.5% | -10.5% |
| 1Y | +34.1% | -23.7% | +57.8% | +33.1% |
| All | +944.2% | -31.2% | +975.4% | +870.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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