+110.7%
MCK vs RL
+202.0%
-91.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.9% | -3.4% | +0.5% | -3.0% |
| 30D | +0.4% | -14.4% | +14.9% | +0.2% |
| 3M | +12.1% | -13.6% | +25.7% | +11.9% |
| 6M | -5.4% | +0.6% | -6.0% | -5.4% |
| YTD | +7.8% | -3.6% | +11.4% | +7.8% |
| 1Y | +22.9% | +8.3% | +14.6% | +23.1% |
| 3Y | +110.7% | +204.8% | -94.1% | +140.7% |
| All | +110.7% | +202.0% | -91.3% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling