-9.7%
RKT vs MKC
-33.9%
+24.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | -7.2% | -2.8% | -4.4% | -6.2% |
| 30D | -7.9% | -3.4% | -4.5% | -6.8% |
| 3M | +5.2% | +3.8% | +1.4% | +3.3% |
| 6M | -14.9% | -17.9% | +3.0% | -8.8% |
| YTD | -31.9% | -23.6% | -8.3% | -25.3% |
| 1Y | -36.9% | -23.1% | -13.8% | -31.1% |
| 3Y | +35.7% | -31.5% | +67.2% | +53.5% |
| 5Y | -9.7% | -33.1% | +23.4% | +6.2% |
| All | -9.7% | -33.9% | +24.3% | +6.2% |
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