-16.0%
RKT vs MPC
+1,183.6%
-1,199.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | +0.3% |
| 7D | +10.3% | -9.4% | +19.7% | +11.6% |
| 30D | +32.3% | -14.3% | +46.6% | +34.6% |
| 3M | +10.7% | +31.1% | -20.4% | +5.2% |
| 6M | -3.2% | +60.3% | -63.5% | -11.7% |
| YTD | -21.5% | +142.5% | -164.1% | -35.1% |
| 1Y | -6.0% | +104.6% | -110.6% | -19.3% |
| 3Y | +104.2% | +191.7% | -87.5% | +57.8% |
| 5Y | +2.5% | +549.2% | -546.7% | -34.9% |
| All | -16.0% | +1,183.6% | -1,199.5% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling