-42.2%
RIG vs MKC
+29.9%
-72.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.8% |
| 7D | -3.1% | -1.5% | -1.6% | -2.7% |
| 30D | -0.5% | -3.1% | +2.6% | +0.1% |
| 3M | -6.0% | +5.2% | -11.2% | -7.5% |
| 6M | -10.1% | -12.8% | +2.7% | -7.6% |
| YTD | +37.3% | -23.3% | +60.6% | +45.8% |
| 1Y | +73.9% | -24.1% | +98.0% | +84.6% |
| 3Y | -30.2% | -32.1% | +1.9% | -24.3% |
| 5Y | +62.5% | -32.8% | +95.3% | +73.9% |
| All | -42.2% | +29.9% | -72.1% | -40.2% |
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