-25.1%
RCL vs MKC
-23.4%
-1.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | -0.1% |
| 7D | -5.1% | -5.9% | +0.8% | -4.7% |
| 30D | -19.0% | -0.9% | -18.1% | -18.9% |
| 3M | -9.6% | +12.7% | -22.3% | -10.1% |
| 6M | -6.7% | -19.3% | +12.6% | -3.9% |
| YTD | -3.9% | -22.2% | +18.2% | +0.8% |
| 1Y | -25.1% | -23.3% | -1.8% | -22.5% |
| All | -25.1% | -23.4% | -1.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling