+5.2%
RKT vs MP
-49.8%
+55.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.8% | -0.4% |
| 7D | +24.3% | -19.0% | +43.3% | +28.2% |
| 30D | +27.9% | -30.5% | +58.3% | +35.1% |
| 3M | +6.9% | -29.6% | +36.5% | +13.1% |
| 6M | +5.2% | -50.4% | +55.6% | +16.8% |
| All | +5.2% | -49.8% | +55.0% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling