+173.9%
RCL vs MCK
+112.3%
+61.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.9% | -2.9% | +1.0% | -2.2% |
| 30D | -15.5% | +0.4% | -16.0% | -15.5% |
| 3M | -9.7% | +12.1% | -21.8% | -8.4% |
| 6M | -8.7% | -5.4% | -3.3% | -8.5% |
| YTD | -5.8% | +7.8% | -13.5% | -4.2% |
| 1Y | -24.5% | +22.9% | -47.4% | -22.0% |
| 3Y | +173.9% | +110.7% | +63.2% | +222.9% |
| All | +173.9% | +112.3% | +61.6% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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