-18.3%
MKC vs RL
+34.3%
-52.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.5% | +1.0% | +5.1% |
| 7D | +9.6% | +5.8% | +3.8% | +9.2% |
| 30D | +12.0% | +12.7% | -0.7% | +11.2% |
| 3M | -2.0% | +9.3% | -11.3% | -2.5% |
| 6M | +7.2% | +16.9% | -9.7% | +5.9% |
| YTD | -23.7% | +17.5% | -41.2% | -24.4% |
| 1Y | -18.3% | +34.6% | -52.9% | -20.6% |
| All | -18.3% | +34.3% | -52.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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