-19.4%
MKC vs RL
+254.6%
-274.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.4% |
| 7D | -1.9% | +0.2% | -2.2% | -2.0% |
| 30D | +8.0% | +7.3% | +0.7% | +7.6% |
| 3M | -8.6% | +1.0% | -9.7% | -8.7% |
| 6M | +1.1% | +11.8% | -10.7% | +0.3% |
| YTD | -27.7% | +13.6% | -41.3% | -28.2% |
| 1Y | -23.7% | +24.0% | -47.8% | -24.6% |
| 3Y | -19.4% | +256.6% | -276.0% | -26.0% |
| All | -19.4% | +254.6% | -274.0% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling