-27.0%
RKT vs MCK
+499.3%
-526.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | -7.2% | -4.4% | -2.8% | -7.3% |
| 30D | -7.9% | -2.2% | -5.7% | -7.9% |
| 3M | +5.2% | +11.6% | -6.4% | +5.4% |
| 6M | -14.9% | -4.9% | -10.0% | -14.5% |
| YTD | -31.9% | +7.7% | -39.6% | -31.4% |
| 1Y | -36.9% | +25.2% | -62.1% | -36.3% |
| 3Y | +35.7% | +112.1% | -76.4% | +34.7% |
| 5Y | -9.7% | +345.8% | -355.5% | -22.0% |
| All | -27.0% | +499.3% | -526.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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