-33.5%
MKC vs RVTY
-34.2%
+0.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.4% |
| 7D | -4.3% | -5.4% | +1.1% | -3.5% |
| 30D | -3.1% | +6.7% | -9.9% | -4.2% |
| 3M | +6.8% | +19.0% | -12.2% | +3.7% |
| 6M | -18.3% | +34.6% | -53.0% | -22.5% |
| YTD | -23.1% | +28.3% | -51.3% | -26.7% |
| 1Y | -23.7% | +46.0% | -69.7% | -29.2% |
| 3Y | -31.0% | +16.9% | -47.9% | -34.5% |
| 5Y | -33.5% | -32.9% | -0.6% | -33.0% |
| All | -33.5% | -34.2% | +0.7% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling