+3,393.7%
MKC vs RRC
+1,202.2%
+2,191.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -5.9% | +1.3% | -7.2% | -5.9% |
| 30D | -0.9% | +10.1% | -11.0% | -1.2% |
| 3M | +12.7% | +4.0% | +8.7% | +12.5% |
| 6M | -19.3% | +1.6% | -20.9% | -19.4% |
| YTD | -22.2% | +19.7% | -41.9% | -22.7% |
| 1Y | -23.3% | +21.4% | -44.8% | -23.9% |
| 3Y | -30.0% | +29.7% | -59.7% | -30.9% |
| 5Y | -33.8% | +153.9% | -187.6% | -36.6% |
| 10Y | +24.4% | +10.8% | +13.6% | +18.1% |
| All | +3,393.7% | +1,202.2% | +2,191.5% | +3,234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling