+28.3%
RDW vs MKC
-23.4%
+51.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.2% |
| 7D | -3.1% | -5.9% | +2.7% | -5.4% |
| 30D | -1.8% | -0.9% | -0.9% | -2.0% |
| 3M | -50.9% | +12.7% | -63.6% | -48.3% |
| 6M | +13.5% | -19.3% | +32.8% | +5.5% |
| YTD | +38.6% | -22.2% | +60.7% | +23.4% |
| 1Y | +28.3% | -23.3% | +51.6% | +14.0% |
| All | +28.3% | -23.4% | +51.7% | +14.0% |
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