-6.6%
RKT vs MPC
+603.7%
-610.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.5% | -7.5% | -5.3% |
| 7D | -7.5% | +9.4% | -16.9% | -8.5% |
| 30D | +26.6% | -13.4% | +40.0% | +28.6% |
| 3M | -2.4% | +18.9% | -21.3% | -5.6% |
| 6M | -7.4% | +64.9% | -72.3% | -15.5% |
| YTD | -29.2% | +156.8% | -186.0% | -42.4% |
| 1Y | -23.5% | +113.2% | -136.7% | -35.0% |
| 3Y | +73.9% | +201.8% | -127.9% | +30.5% |
| 5Y | -6.6% | +601.4% | -608.0% | -50.7% |
| All | -6.6% | +603.7% | -610.3% | -50.7% |
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 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