+355.6%
RMD vs MKC
+25.8%
+329.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +2.1% | -3.0% | +5.1% | +3.3% |
| 30D | +2.1% | +4.8% | -2.7% | +0.1% |
| 3M | +6.2% | -12.8% | +19.1% | +11.8% |
| 6M | +19.4% | +5.0% | +14.4% | +16.1% |
| YTD | +0.5% | -29.1% | +29.6% | +13.7% |
| 1Y | -3.9% | -26.4% | +22.4% | +6.8% |
| 3Y | +72.5% | -21.6% | +94.2% | +81.6% |
| 5Y | -1.5% | -35.2% | +33.7% | +10.3% |
| All | +355.6% | +25.8% | +329.8% | +287.8% |
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