+110.7%
MCK vs RIG
-31.7%
+142.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | 0.0% |
| 7D | -2.9% | -3.1% | +0.2% | -3.0% |
| 30D | +0.4% | -0.5% | +0.9% | +0.4% |
| 3M | +12.1% | -6.0% | +18.1% | +11.9% |
| 6M | -5.4% | -10.1% | +4.7% | -5.6% |
| YTD | +7.8% | +37.3% | -29.5% | +9.4% |
| 1Y | +22.9% | +73.9% | -51.0% | +26.0% |
| 3Y | +110.7% | -30.2% | +140.9% | +113.7% |
| All | +110.7% | -31.7% | +142.4% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 3y: compounded portfolio wealth divided by compounded RIG 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…
3y analysis · Full analysis span regression · 6 months rolling