+3,393.7%
MKC vs RVTY
+2,416.7%
+977.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -5.9% | +1.1% | -7.0% | -6.0% |
| 30D | -0.9% | +13.2% | -14.1% | -2.5% |
| 3M | +12.7% | +27.2% | -14.5% | +9.2% |
| 6M | -19.3% | +32.4% | -51.7% | -22.4% |
| YTD | -22.2% | +34.9% | -57.0% | -25.5% |
| 1Y | -23.3% | +52.4% | -75.7% | -27.9% |
| 3Y | -30.0% | +12.3% | -42.3% | -32.4% |
| 5Y | -33.8% | -30.8% | -2.9% | -32.9% |
| 10Y | +24.4% | +150.7% | -126.2% | +7.8% |
| All | +3,393.7% | +2,416.7% | +977.0% | +2,100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling