+26.6%
MCK vs RDW
+32.7%
-6.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.1% |
| 7D | +1.0% | +8.8% | -7.8% | +1.5% |
| 30D | +13.0% | -8.9% | +21.9% | +12.9% |
| 3M | +19.9% | -37.8% | +57.7% | +18.4% |
| 6M | +49.2% | -30.9% | +80.1% | +49.3% |
| YTD | +32.0% | +10.5% | +21.5% | +31.4% |
| 1Y | +26.6% | +37.0% | -10.5% | +24.3% |
| All | +26.6% | +32.7% | -6.1% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling