+27.5%
MCK vs RVMD
+203.5%
-176.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.0% | +11.3% | +0.1% |
| 7D | +9.3% | -6.6% | +15.9% | +9.2% |
| 30D | +16.3% | -11.1% | +27.4% | +16.1% |
| 3M | +22.3% | -10.0% | +32.3% | +22.2% |
| 6M | +34.1% | +20.7% | +13.4% | +34.4% |
| YTD | +31.1% | +123.0% | -92.0% | +30.0% |
| 1Y | +27.5% | +199.4% | -171.9% | +17.4% |
| All | +27.5% | +203.5% | -176.0% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling