+30.3%
MKC vs RL
+297.6%
-267.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | -3.1% | -17.5% | +14.4% | -1.3% |
| 3M | +6.8% | -14.0% | +20.8% | +8.2% |
| 6M | -18.3% | -2.0% | -16.4% | -18.5% |
| YTD | -23.1% | -4.6% | -18.5% | -23.1% |
| 1Y | -23.7% | +9.5% | -33.2% | -24.8% |
| 3Y | -31.0% | +200.5% | -231.5% | -39.9% |
| 5Y | -33.5% | +226.3% | -259.8% | -43.5% |
| 10Y | +30.3% | +304.8% | -274.5% | +7.2% |
| All | +30.3% | +297.6% | -267.3% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling