+1.7%
RKT vs MPC
+527.1%
-525.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +17.7% | -16.2% | +33.8% | +20.0% |
| 30D | +31.6% | -15.7% | +47.4% | +33.9% |
| 3M | +13.9% | +24.9% | -11.0% | +9.0% |
| 6M | +2.8% | +52.7% | -49.9% | -5.6% |
| YTD | -22.2% | +131.9% | -154.1% | -36.0% |
| 1Y | -3.5% | +96.6% | -100.2% | -17.3% |
| 3Y | +95.3% | +163.8% | -68.5% | +49.9% |
| All | +1.7% | +527.1% | -525.5% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling