-11.4%
RKT vs MCO
+26.6%
-38.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.6% |
| 7D | -7.2% | -7.3% | +0.1% | -1.8% |
| 30D | -7.9% | -1.7% | -6.2% | -6.7% |
| 3M | +5.2% | +3.9% | +1.3% | +1.9% |
| 6M | -14.9% | +3.8% | -18.7% | -17.6% |
| YTD | -31.9% | -7.9% | -24.0% | -28.8% |
| 1Y | -36.9% | -6.8% | -30.0% | -35.0% |
| 3Y | +35.7% | +40.9% | -5.2% | -8.5% |
| All | -11.4% | +26.6% | -38.0% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling