+219.1%
RCL vs MCK
+345.1%
-126.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.9% | -2.9% | +1.0% | -1.7% |
| 30D | -15.5% | +0.4% | -16.0% | -15.6% |
| 3M | -9.7% | +12.1% | -21.8% | -10.3% |
| 6M | -8.7% | -5.4% | -3.3% | -8.0% |
| YTD | -5.8% | +7.8% | -13.5% | -6.3% |
| 1Y | -24.5% | +22.9% | -47.4% | -26.0% |
| 3Y | +173.9% | +110.7% | +63.2% | +133.5% |
| All | +219.1% | +345.1% | -126.0% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling