+45.9%
ROK vs MKC
-33.9%
+79.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -1.6% | -2.8% | +1.2% | -1.2% |
| 30D | -5.4% | -3.4% | -2.1% | -5.0% |
| 3M | -4.0% | +3.8% | -7.7% | -4.9% |
| 6M | +13.3% | -17.9% | +31.3% | +17.4% |
| YTD | +9.3% | -23.6% | +33.0% | +14.7% |
| 1Y | +25.8% | -23.1% | +48.9% | +31.5% |
| 3Y | +49.1% | -31.5% | +80.6% | +60.2% |
| 5Y | +45.9% | -33.1% | +78.9% | +51.6% |
| All | +45.9% | -33.9% | +79.8% | +51.6% |
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