+339.0%
MCK vs RVTY
-33.1%
+372.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | +0.1% |
| 7D | -2.9% | -4.5% | +1.6% | -2.9% |
| 30D | +0.4% | +5.5% | -5.0% | +0.4% |
| 3M | +12.1% | +22.5% | -10.4% | +11.9% |
| 6M | -5.4% | +38.9% | -44.3% | -5.8% |
| YTD | +7.8% | +28.7% | -21.0% | +7.4% |
| 1Y | +22.9% | +45.5% | -22.5% | +22.0% |
| 3Y | +110.7% | +16.4% | +94.4% | +110.2% |
| All | +339.0% | -33.1% | +372.1% | +371.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling