-27.1%
RKT vs MKC
-40.6%
+13.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -6.3% | -1.5% | -4.8% | -5.6% |
| 30D | -6.2% | -3.1% | -3.1% | -5.0% |
| 3M | -1.9% | +5.2% | -7.1% | -4.5% |
| 6M | -13.0% | -12.8% | -0.2% | -8.3% |
| YTD | -31.9% | -23.3% | -8.6% | -24.5% |
| 1Y | -37.6% | -24.1% | -13.5% | -30.5% |
| 3Y | +36.8% | -32.1% | +68.9% | +58.8% |
| 5Y | -9.7% | -32.8% | +23.1% | +0.1% |
| All | -27.1% | -40.6% | +13.6% | -3.7% |
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