+2,718.4%
MCK vs RL
+1,315.6%
+1,402.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -2.9% | -3.4% | +0.5% | -2.3% |
| 30D | +0.4% | -14.4% | +14.9% | +3.4% |
| 3M | +12.1% | -13.6% | +25.7% | +15.0% |
| 6M | -5.4% | +0.6% | -6.0% | -6.4% |
| YTD | +7.8% | -3.6% | +11.4% | +7.2% |
| 1Y | +22.9% | +8.3% | +14.6% | +19.3% |
| 3Y | +110.7% | +204.8% | -94.1% | +59.9% |
| 5Y | +346.2% | +232.9% | +113.2% | +221.2% |
| 10Y | +440.1% | +309.0% | +131.2% | +247.7% |
| All | +2,718.4% | +1,315.6% | +1,402.8% | +1,032.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling