-21.6%
MKC vs RRC
+60.0%
-81.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -3.0% | +6.4% | -9.4% | -3.1% |
| 30D | +4.8% | +23.9% | -19.1% | +4.1% |
| 3M | -12.8% | +30.2% | -43.0% | -13.5% |
| 6M | +5.0% | +26.3% | -21.2% | +4.2% |
| YTD | -29.1% | +48.1% | -77.1% | -29.9% |
| 1Y | -26.4% | +37.7% | -64.1% | -27.1% |
| 3Y | -21.6% | +60.3% | -81.9% | -24.4% |
| All | -21.6% | +60.0% | -81.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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