+360.5%
RCL vs MKC
+25.5%
+334.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | +0.6% | -7.0% | +7.6% | +2.1% |
| 30D | +19.4% | +4.1% | +15.3% | +18.4% |
| 3M | +9.8% | -10.3% | +20.1% | +12.1% |
| 6M | +28.6% | +1.7% | +26.9% | +27.4% |
| YTD | +22.2% | -29.1% | +51.2% | +30.7% |
| 1Y | +29.7% | -26.0% | +55.7% | +37.4% |
| 3Y | +265.3% | -21.5% | +286.8% | +276.4% |
| 5Y | +301.8% | -35.0% | +336.8% | +331.6% |
| 10Y | +360.5% | +25.6% | +334.9% | +324.3% |
| All | +360.5% | +25.5% | +334.9% | +324.3% |
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