-22.2%
RKT vs MPC
+1,180.4%
-1,202.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +2.1% | +5.4% | -3.3% | +1.3% |
| 30D | +1.4% | +31.0% | -29.5% | -2.9% |
| 3M | +6.3% | +46.0% | -39.8% | -0.4% |
| 6M | -15.5% | +77.3% | -92.8% | -24.3% |
| YTD | -27.4% | +141.9% | -169.3% | -39.5% |
| 1Y | -26.6% | +120.9% | -147.5% | -37.7% |
| 3Y | +41.2% | +182.7% | -141.4% | +10.6% |
| 5Y | -6.4% | +646.4% | -652.8% | -41.6% |
| All | -22.2% | +1,180.4% | -1,202.6% | -53.0% |
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