-30.4%
MKC vs RVTY
+16.6%
-47.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | -2.0% | +10.8% | -12.8% | -3.6% |
| 3M | +10.0% | +26.8% | -16.8% | +5.9% |
| 6M | -18.5% | +39.3% | -57.8% | -22.9% |
| YTD | -22.4% | +31.6% | -54.0% | -26.3% |
| 1Y | -23.6% | +47.7% | -71.3% | -29.3% |
| 3Y | -30.4% | +19.9% | -50.4% | -33.8% |
| All | -30.4% | +16.6% | -47.1% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling