-11.4%
RKT vs MRSH
+18.2%
-29.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.3% | -4.8% | -1.5% | -4.0% |
| 30D | -6.2% | -6.3% | +0.1% | -3.2% |
| 3M | -1.9% | +5.8% | -7.7% | -5.1% |
| 6M | -13.0% | +2.8% | -15.8% | -15.4% |
| YTD | -31.9% | -3.1% | -28.8% | -31.8% |
| 1Y | -37.6% | -11.3% | -26.3% | -34.2% |
| 3Y | +36.8% | -5.0% | +41.8% | +31.4% |
| All | -11.4% | +18.2% | -29.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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