+179.4%
RCL vs MKC
-29.9%
+209.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -0.5% | -4.3% | +3.9% | +0.2% |
| 30D | -17.3% | -2.0% | -15.3% | -17.1% |
| 3M | -2.8% | +10.0% | -12.8% | -4.3% |
| 6M | -4.4% | -18.5% | +14.1% | -0.6% |
| YTD | -4.2% | -22.4% | +18.3% | +0.6% |
| 1Y | -23.4% | -23.6% | +0.3% | -19.4% |
| 3Y | +179.4% | -30.4% | +209.8% | +211.2% |
| All | +179.4% | -29.9% | +209.2% | +211.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling