-16.0%
RKT vs MDB
+50.4%
-66.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.8% | 0.0% |
| 7D | +10.3% | -0.9% | +11.2% | +10.4% |
| 30D | +32.3% | -15.2% | +47.5% | +35.6% |
| 3M | +10.7% | -17.9% | +28.6% | +13.1% |
| 6M | -3.2% | +9.3% | -12.5% | -7.7% |
| YTD | -21.5% | -22.0% | +0.5% | -21.1% |
| 1Y | -6.0% | -9.3% | +3.3% | -8.9% |
| 3Y | +104.2% | -10.4% | +114.6% | +85.2% |
| 5Y | +2.5% | -43.2% | +45.7% | -11.7% |
| All | -16.0% | +50.4% | -66.4% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling