-20.0%
RKT vs MP
+195.7%
-215.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.0% | -4.7% |
| 7D | +4.6% | -3.6% | +8.3% | +5.3% |
| 30D | +25.9% | -21.0% | +46.9% | +32.0% |
| 3M | +5.0% | -33.3% | +38.3% | +13.9% |
| 6M | -7.9% | -45.9% | +38.0% | +3.3% |
| YTD | -25.4% | -27.8% | +2.5% | -22.5% |
| 1Y | -15.4% | -43.2% | +27.8% | -8.1% |
| 3Y | +83.3% | +144.0% | -60.7% | +17.1% |
| 5Y | -0.8% | -6.1% | +5.3% | -21.3% |
| All | -20.0% | +195.7% | -215.7% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling