-10.4%
RKT vs MPC
+122.9%
-133.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -8.1% | +16.8% | +6.6% |
| 7D | +29.7% | -10.9% | +40.6% | +26.3% |
| 30D | +28.5% | -9.4% | +37.9% | +25.6% |
| 3M | +6.4% | +26.0% | -19.6% | +11.6% |
| 6M | +7.1% | +56.5% | -49.4% | +18.4% |
| YTD | -22.5% | +144.3% | -166.7% | -25.3% |
| 1Y | -10.4% | +117.2% | -127.7% | -9.4% |
| All | -10.4% | +122.9% | -133.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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