-10.4%
RKT vs MDB
-8.5%
-1.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.1% | +10.8% | +8.9% |
| 7D | +29.7% | -16.5% | +46.3% | +32.3% |
| 30D | +28.5% | -8.6% | +37.1% | +29.0% |
| 3M | +6.4% | -13.6% | +20.0% | +7.1% |
| 6M | +7.1% | +24.1% | -16.9% | +2.7% |
| YTD | -22.5% | -21.8% | -0.7% | -23.0% |
| 1Y | -10.4% | -7.7% | -2.7% | -10.3% |
| All | -10.4% | -8.5% | -1.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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