-31.5%
RIVN vs MKC
-31.4%
-0.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +1.8% | -1.5% | +3.3% | +2.1% |
| 30D | +0.6% | -3.1% | +3.7% | +1.1% |
| 3M | +3.2% | +5.2% | -2.0% | +1.5% |
| 6M | -3.7% | -12.8% | +9.1% | -0.6% |
| YTD | -18.7% | -23.3% | +4.6% | -13.1% |
| 1Y | +14.7% | -24.1% | +38.9% | +22.8% |
| 3Y | -31.5% | -32.1% | +0.6% | +3.9% |
| All | -31.5% | -31.4% | -0.1% | +3.9% |
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 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