+6,918.4%
MCK vs RVTY
+2,170.6%
+4,747.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -4.4% | -7.4% | +3.0% | -3.1% |
| 30D | -2.2% | +4.5% | -6.7% | -3.1% |
| 3M | +11.6% | +19.5% | -7.9% | +7.6% |
| 6M | -4.9% | +34.1% | -39.1% | -10.8% |
| YTD | +7.7% | +25.3% | -17.5% | +1.9% |
| 1Y | +25.2% | +47.0% | -21.8% | +14.5% |
| 3Y | +112.1% | +14.1% | +98.0% | +97.6% |
| 5Y | +345.8% | -34.6% | +380.4% | +356.3% |
| 10Y | +439.7% | +136.0% | +303.8% | +315.7% |
| All | +6,918.4% | +2,170.6% | +4,747.9% | +3,389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling