-42.0%
RIG vs MKC
+1,625.6%
-1,667.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -8.2% | -4.3% | -3.9% | -7.2% |
| 30D | -0.2% | -3.1% | +2.9% | +0.5% |
| 3M | -2.7% | +6.8% | -9.5% | -4.7% |
| 6M | -7.5% | -18.3% | +10.9% | -3.3% |
| YTD | +38.3% | -23.1% | +61.3% | +46.4% |
| 1Y | +81.8% | -23.7% | +105.5% | +92.3% |
| 3Y | -30.2% | -31.0% | +0.8% | -25.0% |
| 5Y | +59.9% | -33.5% | +93.5% | +71.5% |
| 10Y | -41.9% | +30.3% | -72.2% | -48.7% |
| All | -42.0% | +1,625.6% | -1,667.5% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling