-26.0%
MKC vs RL
+19.4%
-45.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -7.0% | -4.4% | -2.6% | -6.7% |
| 30D | +4.1% | +5.6% | -1.5% | +3.8% |
| 3M | -10.3% | -0.6% | -9.7% | -10.2% |
| 6M | +1.7% | +15.5% | -13.8% | +0.5% |
| YTD | -29.1% | +12.3% | -41.4% | -29.4% |
| 1Y | -26.0% | +19.3% | -45.3% | -26.7% |
| All | -26.0% | +19.4% | -45.4% | -26.7% |
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