+2,767.2%
RCL vs MCK
+6,898.6%
-4,131.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -2.2% | -3.6% | +1.4% | -1.0% |
| 30D | -15.7% | +1.4% | -17.1% | -16.2% |
| 3M | -8.0% | +13.8% | -21.8% | -12.3% |
| 6M | -10.1% | -5.2% | -5.0% | -9.5% |
| YTD | -5.9% | +9.0% | -14.9% | -10.2% |
| 1Y | -23.5% | +26.9% | -50.4% | -30.8% |
| 3Y | +174.4% | +114.7% | +59.6% | +100.3% |
| 5Y | +227.1% | +347.1% | -120.0% | +82.0% |
| 10Y | +342.5% | +446.4% | -103.9% | +120.6% |
| All | +2,767.2% | +6,898.6% | -4,131.4% | +583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling