+6,923.6%
MCK vs ROK
+8,781.2%
-1,857.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -2.9% | -1.2% | -1.7% | -2.6% |
| 30D | +0.4% | -4.8% | +5.2% | +1.5% |
| 3M | +12.1% | -6.1% | +18.2% | +13.2% |
| 6M | -5.4% | +15.5% | -20.9% | -9.4% |
| YTD | +7.8% | +11.2% | -3.4% | +3.8% |
| 1Y | +22.9% | +23.8% | -0.9% | +15.3% |
| 3Y | +110.7% | +53.1% | +57.6% | +81.8% |
| 5Y | +346.2% | +48.3% | +297.9% | +278.2% |
| 10Y | +440.1% | +357.4% | +82.8% | +236.7% |
| All | +6,923.6% | +8,781.2% | -1,857.6% | +2,210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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