+348.5%
ROK vs MKC
+29.9%
+318.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.6% |
| 7D | -1.2% | -1.5% | +0.2% | -0.9% |
| 30D | -4.8% | -3.1% | -1.7% | -4.2% |
| 3M | -6.1% | +5.2% | -11.3% | -7.7% |
| 6M | +15.5% | -12.8% | +28.3% | +18.8% |
| YTD | +11.2% | -23.3% | +34.5% | +17.9% |
| 1Y | +23.8% | -24.1% | +48.0% | +31.3% |
| 3Y | +53.1% | -32.1% | +85.2% | +65.9% |
| 5Y | +48.3% | -32.8% | +81.1% | +59.0% |
| All | +348.5% | +29.9% | +318.7% | +303.3% |
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