+27.4%
MKC vs RVTY
+145.6%
-118.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.1% |
| 7D | -1.5% | -4.5% | +3.1% | -0.5% |
| 30D | -3.1% | +5.5% | -8.6% | -4.3% |
| 3M | +5.2% | +22.5% | -17.3% | +0.5% |
| 6M | -12.8% | +38.9% | -51.7% | -19.3% |
| YTD | -23.3% | +28.7% | -52.0% | -28.2% |
| 1Y | -24.1% | +45.5% | -69.6% | -31.2% |
| 3Y | -32.1% | +16.4% | -48.5% | -36.7% |
| 5Y | -32.8% | -32.7% | -0.1% | -29.7% |
| All | +27.4% | +145.6% | -118.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling