-24.1%
RKT vs MKC
-45.1%
+21.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -9.0% | -3.0% | -6.0% | -7.7% |
| 30D | +30.2% | +4.8% | +25.4% | +27.9% |
| 3M | -8.8% | -12.8% | +4.0% | -3.4% |
| 6M | -0.9% | +5.0% | -6.0% | -3.8% |
| YTD | -29.2% | -29.1% | -0.1% | -18.7% |
| 1Y | -20.1% | -26.4% | +6.3% | -10.1% |
| 3Y | +81.3% | -21.6% | +102.9% | +93.2% |
| 5Y | -6.6% | -35.2% | +28.6% | +3.5% |
| All | -24.1% | -45.1% | +21.0% | +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