-9.7%
RKT vs MTB
+103.4%
-113.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.0% | +1.1% | -2.0% | -1.5% |
| 30D | -2.4% | -4.6% | +2.2% | 0.0% |
| 3M | +1.9% | +6.3% | -4.4% | -1.2% |
| 6M | -13.9% | +15.6% | -29.5% | -19.8% |
| YTD | -30.6% | +20.6% | -51.2% | -37.0% |
| 1Y | -34.4% | +22.5% | -56.9% | -40.9% |
| 3Y | +38.2% | +114.4% | -76.2% | -8.9% |
| 5Y | -9.7% | +101.9% | -111.5% | -38.2% |
| All | -9.7% | +103.4% | -113.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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