+110.7%
MCK vs RRC
+29.5%
+81.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.9% |
| 30D | +0.4% | +2.7% | -2.2% | +0.4% |
| 3M | +12.1% | +8.8% | +3.3% | +12.0% |
| 6M | -5.4% | -1.2% | -4.3% | -5.5% |
| YTD | +7.8% | +17.6% | -9.8% | +7.6% |
| 1Y | +22.9% | +18.4% | +4.5% | +22.7% |
| 3Y | +110.7% | +33.1% | +77.6% | +114.4% |
| All | +110.7% | +29.5% | +81.3% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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