-33.5%
MKC vs RRC
+154.4%
-187.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -4.3% | -1.7% | -2.6% | -4.2% |
| 30D | -3.1% | +3.6% | -6.7% | -3.2% |
| 3M | +6.8% | +8.8% | -2.0% | +6.4% |
| 6M | -18.3% | +0.8% | -19.1% | -18.4% |
| YTD | -23.1% | +19.0% | -42.0% | -23.6% |
| 1Y | -23.7% | +22.9% | -46.6% | -24.4% |
| 3Y | -31.0% | +32.3% | -63.3% | -32.3% |
| 5Y | -33.5% | +151.6% | -185.1% | -34.8% |
| All | -33.5% | +154.4% | -187.9% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling