+259.4%
RCL vs MKC
-21.8%
+281.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | +8.5% | -2.4% | +10.9% | +8.8% |
| 30D | +20.4% | +5.4% | +15.0% | +19.7% |
| 3M | +11.0% | -11.1% | +22.1% | +12.6% |
| 6M | +24.9% | -1.4% | +26.2% | +24.9% |
| YTD | +23.9% | -29.4% | +53.3% | +30.4% |
| 1Y | +30.8% | -24.7% | +55.6% | +36.0% |
| All | +259.4% | -21.8% | +281.2% | +265.8% |
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