-32.6%
RKT vs MPC
+124.8%
-157.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.3% |
| 7D | +6.0% | +3.9% | +2.1% | +6.7% |
| 30D | +0.7% | +33.8% | -33.1% | +6.3% |
| 3M | +11.8% | +49.9% | -38.0% | +21.3% |
| 6M | -7.6% | +80.9% | -88.6% | -0.2% |
| YTD | -28.7% | +147.4% | -176.1% | -29.6% |
| 1Y | -32.6% | +123.2% | -155.8% | -30.1% |
| All | -32.6% | +124.8% | -157.3% | -30.1% |
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