-15.4%
RKT vs MPC
+104.9%
-120.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | +4.6% | -8.8% | +13.5% | +2.4% |
| 30D | +25.9% | -14.4% | +40.3% | +21.7% |
| 3M | +5.0% | +21.9% | -16.9% | +9.1% |
| 6M | -7.9% | +60.1% | -68.0% | +1.5% |
| YTD | -25.4% | +142.3% | -167.7% | -30.8% |
| 1Y | -15.4% | +101.7% | -117.1% | -8.8% |
| All | -15.4% | +104.9% | -120.3% | -8.8% |
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