+448.2%
MCK vs RVMD
+622.3%
-174.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.9% | -3.0% | +0.1% | -2.8% |
| 30D | +0.4% | -0.7% | +1.1% | +0.4% |
| 3M | +12.1% | +36.5% | -24.4% | +10.8% |
| 6M | -5.4% | +104.6% | -110.1% | -8.4% |
| YTD | +7.8% | +155.8% | -148.0% | +3.1% |
| 1Y | +22.9% | +340.7% | -317.7% | +14.7% |
| 3Y | +110.7% | +519.9% | -409.2% | +91.0% |
| 5Y | +346.2% | +584.9% | -238.8% | +293.6% |
| All | +448.2% | +622.3% | -174.2% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling