+7,004.6%
MCK vs ROL
+3,891.1%
+3,113.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -3.6% | -3.3% | -0.3% | -2.7% |
| 30D | +1.4% | -7.2% | +8.7% | +3.5% |
| 3M | +13.8% | -27.0% | +40.8% | +23.4% |
| 6M | -5.2% | -39.5% | +34.4% | +8.1% |
| YTD | +9.0% | -41.8% | +50.8% | +25.3% |
| 1Y | +26.9% | -38.9% | +65.7% | +43.7% |
| 3Y | +114.7% | -0.4% | +115.1% | +112.0% |
| 5Y | +347.1% | -4.2% | +351.3% | +338.6% |
| 10Y | +446.4% | +208.2% | +238.2% | +288.5% |
| All | +7,004.6% | +3,891.1% | +3,113.6% | +2,624.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling