-25.7%
RKT vs MDB
+64.7%
-90.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -2.9% |
| 7D | -1.0% | -4.5% | +3.6% | 0.0% |
| 30D | -2.4% | -14.0% | +11.6% | +0.1% |
| 3M | +1.9% | +5.3% | -3.4% | +0.1% |
| 6M | -13.9% | +31.9% | -45.7% | -20.1% |
| YTD | -30.6% | -14.6% | -16.0% | -30.6% |
| 1Y | -34.4% | +8.2% | -42.6% | -37.9% |
| 3Y | +38.2% | -5.0% | +43.2% | +25.4% |
| 5Y | -9.7% | -24.5% | +14.9% | -24.7% |
| All | -25.7% | +64.7% | -90.4% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling