+110.7%
MCK vs RVTY
+17.0%
+93.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | +0.2% |
| 7D | -2.9% | -4.5% | +1.6% | -3.1% |
| 30D | +0.4% | +5.5% | -5.0% | +0.7% |
| 3M | +12.1% | +22.5% | -10.4% | +13.4% |
| 6M | -5.4% | +38.9% | -44.3% | -3.6% |
| YTD | +7.8% | +28.7% | -21.0% | +9.5% |
| 1Y | +22.9% | +45.5% | -22.5% | +25.5% |
| 3Y | +110.7% | +16.4% | +94.4% | +117.0% |
| All | +110.7% | +17.0% | +93.7% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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