-32.4%
MKC vs RNG
+120.1%
-152.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -2.8% | -9.6% | +6.8% | -2.5% |
| 30D | -3.4% | +8.8% | -12.2% | -3.7% |
| 3M | +3.8% | +78.6% | -74.9% | +1.9% |
| 6M | -17.9% | +70.3% | -88.2% | -19.4% |
| YTD | -23.6% | +140.3% | -164.0% | -26.2% |
| 1Y | -23.1% | +126.6% | -149.7% | -25.5% |
| All | -32.4% | +120.1% | -152.5% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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