+427.0%
MCK vs RSG
+428.9%
-1.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +0.4% | +4.0% | -3.5% | -1.8% |
| 3M | +12.1% | +7.4% | +4.7% | +7.6% |
| 6M | -5.4% | +0.1% | -5.5% | -5.7% |
| YTD | +7.8% | +6.0% | +1.8% | +3.9% |
| 1Y | +22.9% | -3.0% | +25.9% | +24.4% |
| 3Y | +110.7% | +56.5% | +54.2% | +60.0% |
| 5Y | +346.2% | +90.9% | +255.2% | +194.8% |
| All | +427.0% | +428.9% | -1.9% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling