-16.7%
RKT vs MPC
+1,127.2%
-1,143.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +17.7% | -16.2% | +33.8% | +20.3% |
| 30D | +31.6% | -15.7% | +47.4% | +34.2% |
| 3M | +13.9% | +24.9% | -11.0% | +9.0% |
| 6M | +2.8% | +52.7% | -49.9% | -5.5% |
| YTD | -22.2% | +131.9% | -154.1% | -35.3% |
| 1Y | -3.5% | +96.6% | -100.2% | -16.8% |
| 3Y | +95.3% | +163.8% | -68.5% | +53.9% |
| 5Y | -0.4% | +533.1% | -533.5% | -36.6% |
| All | -16.7% | +1,127.2% | -1,143.8% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling