-37.6%
RKT vs MCO
-5.7%
-31.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.8% |
| 7D | -6.3% | -3.8% | -2.5% | -4.6% |
| 30D | -6.2% | -0.4% | -5.8% | -6.0% |
| 3M | -1.9% | +7.7% | -9.6% | -4.1% |
| 6M | -13.0% | +7.0% | -20.0% | -15.1% |
| YTD | -31.9% | -6.4% | -25.5% | -32.2% |
| 1Y | -37.6% | -7.6% | -29.9% | -40.5% |
| All | -37.6% | -5.7% | -31.9% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling