+339.0%
MCK vs RSG
+89.9%
+249.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +0.4% | +4.0% | -3.5% | -1.5% |
| 3M | +12.1% | +7.4% | +4.7% | +8.3% |
| 6M | -5.4% | +0.1% | -5.5% | -5.7% |
| YTD | +7.8% | +6.0% | +1.8% | +4.6% |
| 1Y | +22.9% | -3.0% | +25.9% | +24.2% |
| 3Y | +110.7% | +56.5% | +54.2% | +70.6% |
| All | +339.0% | +89.9% | +249.1% | +217.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling