+6,918.4%
MCK vs ROST
+67,451.3%
-60,532.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -2.5% | -1.9% | -3.9% |
| 30D | -2.2% | -10.3% | +8.1% | -0.2% |
| 3M | +11.6% | -2.6% | +14.1% | +12.0% |
| 6M | -4.9% | +6.5% | -11.5% | -6.4% |
| YTD | +7.7% | +25.9% | -18.2% | +2.6% |
| 1Y | +25.2% | +52.3% | -27.1% | +15.0% |
| 3Y | +112.1% | +94.6% | +17.6% | +83.7% |
| 5Y | +345.8% | +111.1% | +234.7% | +271.7% |
| 10Y | +439.7% | +308.9% | +130.9% | +287.2% |
| All | +6,918.4% | +67,451.3% | -60,532.9% | +2,530.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling