+27.5%
MCK vs RNG
+173.4%
-146.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.3% |
| 7D | +9.3% | -11.2% | +20.5% | +9.3% |
| 30D | +16.3% | -3.8% | +20.1% | +16.3% |
| 3M | +22.3% | +21.1% | +1.2% | +22.4% |
| 6M | +34.1% | +56.2% | -22.1% | +34.1% |
| YTD | +31.1% | +158.8% | -127.7% | +38.2% |
| 1Y | +27.5% | +173.6% | -146.2% | +34.4% |
| All | +27.5% | +173.4% | -146.0% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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