+31.8%
MCK vs RL
+13.6%
+18.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.4% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +3.6% | -7.8% | +11.4% | +3.7% |
| 3M | +20.1% | -4.0% | +24.1% | +20.0% |
| 6M | -7.0% | -1.9% | -5.1% | -7.4% |
| YTD | +11.0% | -0.2% | +11.2% | +10.9% |
| 1Y | +31.8% | +10.7% | +21.2% | +29.4% |
| All | +31.8% | +13.6% | +18.3% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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