-25.7%
RKT vs MRSH
+64.6%
-90.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.7% | -1.9% |
| 7D | -1.0% | -5.9% | +4.9% | +1.7% |
| 30D | -2.4% | -7.3% | +4.9% | +0.9% |
| 3M | +1.9% | +7.4% | -5.5% | -1.7% |
| 6M | -13.9% | -0.7% | -13.2% | -14.4% |
| YTD | -30.6% | -3.2% | -27.5% | -30.5% |
| 1Y | -34.4% | -10.6% | -23.8% | -31.7% |
| 3Y | +38.2% | -4.6% | +42.7% | +34.6% |
| 5Y | -9.7% | +19.3% | -28.9% | -25.0% |
| All | -25.7% | +64.6% | -90.3% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling