+110.7%
MCK vs RMD
+49.9%
+60.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -2.9% | -4.4% | +1.5% | -2.5% |
| 30D | +0.4% | -3.1% | +3.6% | +0.7% |
| 3M | +12.1% | +13.8% | -1.7% | +10.4% |
| 6M | -5.4% | -8.6% | +3.1% | -5.1% |
| YTD | +7.8% | -8.6% | +16.4% | +8.4% |
| 1Y | +22.9% | -19.7% | +42.6% | +24.6% |
| 3Y | +110.7% | +48.4% | +62.4% | +116.4% |
| All | +110.7% | +49.9% | +60.9% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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