+110.7%
MCK vs ROL
-0.9%
+111.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -2.9% | -3.2% | +0.2% | -2.0% |
| 30D | +0.4% | -4.9% | +5.3% | +1.8% |
| 3M | +12.1% | -25.8% | +37.9% | +21.7% |
| 6M | -5.4% | -37.6% | +32.1% | +7.7% |
| YTD | +7.8% | -41.5% | +49.3% | +25.0% |
| 1Y | +22.9% | -39.5% | +62.4% | +41.1% |
| 3Y | +110.7% | +0.1% | +110.6% | +130.3% |
| All | +110.7% | -0.9% | +111.6% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling