+647.7%
MCK vs RNG
+301.7%
+346.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -2.9% | -6.1% | +3.2% | -2.7% |
| 30D | +0.4% | +9.6% | -9.2% | 0.0% |
| 3M | +12.1% | +83.3% | -71.2% | +9.2% |
| 6M | -5.4% | +77.9% | -83.4% | -8.0% |
| YTD | +7.8% | +139.9% | -132.1% | +3.2% |
| 1Y | +22.9% | +121.7% | -98.7% | +18.0% |
| 3Y | +110.7% | +121.9% | -11.1% | +99.5% |
| 5Y | +346.2% | -68.4% | +414.5% | +383.0% |
| 10Y | +440.1% | +220.0% | +220.1% | +314.8% |
| All | +647.7% | +301.7% | +346.1% | +458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling