+81.3%
RKT vs MKC
-21.4%
+102.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -9.0% | -3.0% | -6.0% | -7.9% |
| 30D | +30.2% | +4.8% | +25.4% | +28.5% |
| 3M | -8.8% | -12.8% | +4.0% | -4.5% |
| 6M | -0.9% | +5.0% | -6.0% | -3.1% |
| YTD | -29.2% | -29.1% | -0.1% | -21.0% |
| 1Y | -20.1% | -26.4% | +6.3% | -12.4% |
| 3Y | +81.3% | -21.6% | +102.9% | +81.0% |
| All | +81.3% | -21.4% | +102.7% | +81.0% |
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