-18.0%
RKT vs MP
+173.6%
-191.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.8% | 0.0% |
| 7D | +24.3% | -19.0% | +43.3% | +29.7% |
| 30D | +27.9% | -30.5% | +58.3% | +37.9% |
| 3M | +6.9% | -29.6% | +36.5% | +14.6% |
| 6M | +5.2% | -50.4% | +55.6% | +20.2% |
| YTD | -23.5% | -33.2% | +9.8% | -19.2% |
| 1Y | -9.1% | -38.6% | +29.5% | -3.0% |
| 3Y | +81.5% | +105.5% | -24.0% | +21.1% |
| 5Y | -2.0% | -7.8% | +5.9% | -22.1% |
| All | -18.0% | +173.6% | -191.6% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling