-5.4%
MCK vs ROST
+9.1%
-14.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.3% | -0.3% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +0.4% | -6.9% | +7.3% | +1.4% |
| 3M | +12.1% | -3.3% | +15.4% | +12.0% |
| 6M | -5.4% | +9.0% | -14.5% | -6.8% |
| All | -5.4% | +9.1% | -14.6% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling