-10.4%
RKT vs MP
-35.7%
+25.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -5.1% | +13.8% | +9.8% |
| 7D | +29.7% | -12.5% | +42.3% | +33.3% |
| 30D | +28.5% | -23.3% | +51.8% | +36.0% |
| 3M | +6.4% | -24.4% | +30.7% | +12.6% |
| 6M | +7.1% | -45.8% | +52.9% | +21.6% |
| YTD | -22.5% | -28.9% | +6.5% | -19.6% |
| 1Y | -10.4% | -34.6% | +24.1% | -6.0% |
| All | -10.4% | -35.7% | +25.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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