-36.0%
MKC vs RRC
+134.0%
-169.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.2% |
| 7D | -3.0% | +6.4% | -9.4% | -3.2% |
| 30D | +4.8% | +23.9% | -19.1% | +3.8% |
| 3M | -12.8% | +30.2% | -43.0% | -13.9% |
| 6M | +5.0% | +26.3% | -21.2% | +3.8% |
| YTD | -29.1% | +48.1% | -77.1% | -30.4% |
| 1Y | -26.4% | +37.7% | -64.1% | -27.5% |
| 3Y | -21.6% | +60.3% | -81.9% | -23.9% |
| All | -36.0% | +134.0% | -169.9% | -37.9% |
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