-23.6%
RKT vs MDY
+110.7%
-134.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -0.9% |
| 7D | +6.0% | +1.0% | +5.0% | +4.7% |
| 30D | +0.7% | -3.1% | +3.8% | +5.0% |
| 3M | +11.8% | +1.8% | +10.0% | +10.2% |
| 6M | -7.6% | +10.8% | -18.4% | -17.1% |
| YTD | -28.7% | +14.4% | -43.1% | -38.2% |
| 1Y | -32.6% | +15.2% | -47.8% | -41.8% |
| 3Y | +42.1% | +51.2% | -9.1% | -10.0% |
| 5Y | -7.2% | +47.2% | -54.4% | -39.1% |
| All | -23.6% | +110.7% | -134.3% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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