-27.1%
RKT vs MCO
+81.0%
-108.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.3% |
| 7D | -6.3% | -3.8% | -2.5% | -3.6% |
| 30D | -6.2% | -0.4% | -5.8% | -5.9% |
| 3M | -1.9% | +7.7% | -9.6% | -7.1% |
| 6M | -13.0% | +7.0% | -20.0% | -17.5% |
| YTD | -31.9% | -6.4% | -25.5% | -29.8% |
| 1Y | -37.6% | -7.6% | -29.9% | -35.2% |
| 3Y | +36.8% | +43.2% | -6.4% | -5.3% |
| 5Y | -9.7% | +29.6% | -39.3% | -37.9% |
| All | -27.1% | +81.0% | -108.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling