+339.0%
MCK vs ROST
+114.0%
+225.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.3% | -0.2% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +0.4% | -6.9% | +7.3% | +1.3% |
| 3M | +12.1% | -3.3% | +15.4% | +12.5% |
| 6M | -5.4% | +9.0% | -14.5% | -6.5% |
| YTD | +7.8% | +28.9% | -21.1% | +4.4% |
| 1Y | +22.9% | +54.0% | -31.0% | +16.5% |
| 3Y | +110.7% | +100.7% | +10.0% | +92.0% |
| All | +339.0% | +114.0% | +225.0% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 5y: compounded portfolio wealth divided by compounded ROST 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…
5y analysis · Full analysis span regression · 6 months rolling