-20.1%
RKT vs MP
-35.6%
+15.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.7% |
| 7D | -9.0% | +9.5% | -18.4% | -10.7% |
| 30D | +30.2% | -3.0% | +33.2% | +30.4% |
| 3M | -8.8% | -30.4% | +21.5% | -2.0% |
| 6M | -0.9% | -39.2% | +38.2% | +8.9% |
| YTD | -29.2% | -23.3% | -5.9% | -27.0% |
| 1Y | -20.1% | -32.6% | +12.6% | -16.6% |
| All | -20.1% | -35.6% | +15.5% | -16.6% |
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