+110.7%
MCK vs ROIV
+222.7%
-112.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.9% | +16.9% | -19.8% | -2.3% |
| 30D | +0.4% | +12.9% | -12.5% | +1.0% |
| 3M | +12.1% | +37.3% | -25.2% | +13.2% |
| 6M | -5.4% | +38.0% | -43.4% | -4.5% |
| YTD | +7.8% | +88.1% | -80.3% | +9.6% |
| 1Y | +22.9% | +183.3% | -160.3% | +25.4% |
| 3Y | +110.7% | +254.6% | -143.9% | +115.1% |
| All | +110.7% | +222.7% | -112.0% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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