-5.4%
RKT vs MKC
-35.5%
+30.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -9.0% | -3.0% | -6.0% | -7.8% |
| 30D | +30.2% | +4.8% | +25.4% | +28.2% |
| 3M | -8.8% | -12.8% | +4.0% | -4.0% |
| 6M | -0.9% | +5.0% | -6.0% | -3.4% |
| YTD | -29.2% | -29.1% | -0.1% | -20.0% |
| 1Y | -20.1% | -26.4% | +6.3% | -11.3% |
| 3Y | +81.3% | -21.6% | +102.9% | +92.6% |
| All | -5.4% | -35.5% | +30.2% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling