-20.1%
RKT vs MP
+197.9%
-218.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -3.8% | +2.3% | -6.1% | -4.3% |
| 30D | +32.8% | -15.3% | +48.1% | +37.2% |
| 3M | +0.8% | -33.5% | +34.3% | +9.5% |
| 6M | -2.6% | -45.5% | +42.9% | +9.0% |
| YTD | -25.4% | -27.3% | +1.9% | -22.7% |
| 1Y | -19.1% | -40.7% | +21.6% | -12.9% |
| 3Y | +83.2% | +145.9% | -62.7% | +16.9% |
| 5Y | +0.8% | -13.9% | +14.7% | -18.5% |
| All | -20.1% | +197.9% | -218.0% | -22.4% |
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