-25.7%
RKT vs MCO
+80.8%
-106.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -1.7% |
| 7D | -1.0% | -3.1% | +2.2% | +1.4% |
| 30D | -2.4% | -0.5% | -1.9% | -2.0% |
| 3M | +1.9% | +5.7% | -3.8% | -2.3% |
| 6M | -13.9% | +3.0% | -16.9% | -16.1% |
| YTD | -30.6% | -6.5% | -24.1% | -28.5% |
| 1Y | -34.4% | -5.8% | -28.6% | -33.0% |
| 3Y | +38.2% | +43.1% | -4.9% | -4.3% |
| 5Y | -9.7% | +29.5% | -39.1% | -37.8% |
| All | -25.7% | +80.8% | -106.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling