+6,918.4%
MCK vs RIG
-34.5%
+6,952.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -4.4% | -4.2% | -0.2% | -4.0% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | +11.6% | -4.0% | +15.6% | +11.8% |
| 6M | -4.9% | -6.3% | +1.4% | -4.9% |
| YTD | +7.7% | +39.7% | -32.0% | +3.4% |
| 1Y | +25.2% | +78.1% | -52.9% | +17.1% |
| 3Y | +112.1% | -29.5% | +141.6% | +110.3% |
| 5Y | +345.8% | +65.3% | +280.5% | +284.5% |
| 10Y | +439.7% | -41.3% | +481.0% | +333.4% |
| All | +6,918.4% | -34.5% | +6,952.9% | +5,088.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling