+103.5%
MKC vs RNG
+305.9%
-202.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -4.3% | -4.1% | -0.3% | -4.1% |
| 30D | -3.1% | +8.6% | -11.7% | -3.7% |
| 3M | +6.8% | +78.0% | -71.1% | +2.5% |
| 6M | -18.3% | +67.0% | -85.4% | -21.7% |
| YTD | -23.1% | +142.4% | -165.5% | -28.5% |
| 1Y | -23.7% | +120.4% | -144.1% | -28.8% |
| 3Y | -31.0% | +122.1% | -153.1% | -36.8% |
| 5Y | -33.5% | -69.8% | +36.3% | -31.0% |
| 10Y | +30.3% | +223.4% | -193.1% | +10.9% |
| All | +103.5% | +305.9% | -202.4% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling