-32.5%
MKC vs RNG
-68.4%
+35.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.5% | -6.1% | +4.6% | -1.2% |
| 30D | -3.1% | +9.6% | -12.7% | -3.5% |
| 3M | +5.2% | +83.3% | -78.1% | +2.7% |
| 6M | -12.8% | +77.9% | -90.8% | -15.0% |
| YTD | -23.3% | +139.9% | -163.2% | -26.4% |
| 1Y | -24.1% | +121.7% | -145.8% | -27.0% |
| 3Y | -32.1% | +121.9% | -154.0% | -35.6% |
| All | -32.5% | -68.4% | +35.9% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling