+27.6%
MCK vs ROL
-34.1%
+61.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.2% | +6.1% |
| 7D | +11.3% | +14.6% | -3.2% | +6.7% |
| 30D | +16.8% | +29.3% | -12.4% | +7.6% |
| 3M | +28.9% | +2.0% | +26.9% | +27.8% |
| 6M | +32.7% | -28.5% | +61.2% | +48.0% |
| YTD | +30.8% | -35.3% | +66.1% | +52.7% |
| 1Y | +27.6% | -34.7% | +62.3% | +48.0% |
| All | +27.6% | -34.1% | +61.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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