-20.1%
RKT vs MPC
+1,226.3%
-1,246.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.5% |
| 7D | -3.8% | +2.6% | -6.4% | -4.1% |
| 30D | +32.8% | -12.2% | +45.0% | +34.7% |
| 3M | +0.8% | +20.1% | -19.2% | -2.7% |
| 6M | -2.6% | +60.6% | -63.2% | -11.0% |
| YTD | -25.4% | +150.6% | -176.0% | -38.6% |
| 1Y | -19.1% | +104.7% | -123.8% | -30.4% |
| 3Y | +83.2% | +194.5% | -111.3% | +41.7% |
| 5Y | +0.8% | +582.3% | -581.4% | -36.5% |
| All | -20.1% | +1,226.3% | -1,246.4% | -52.4% |
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 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