+342.5%
RCL vs MKC
+26.7%
+315.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -2.2% | -4.3% | +2.1% | -1.3% |
| 30D | -15.7% | -3.1% | -12.6% | -15.1% |
| 3M | -8.0% | +6.8% | -14.8% | -9.6% |
| 6M | -10.1% | -18.3% | +8.2% | -6.2% |
| YTD | -5.9% | -23.1% | +17.2% | -0.8% |
| 1Y | -23.5% | -23.7% | +0.2% | -19.2% |
| 3Y | +174.4% | -31.0% | +205.4% | +193.8% |
| 5Y | +227.1% | -33.5% | +260.7% | +250.4% |
| 10Y | +342.5% | +30.3% | +312.3% | +299.2% |
| All | +342.5% | +26.7% | +315.9% | +299.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling