+30.1%
ROK vs MKC
-35.5%
+65.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +7.1% | -3.0% | +10.1% | +7.5% |
| 30D | -5.0% | +4.8% | -9.8% | -5.7% |
| 3M | -9.4% | -12.8% | +3.5% | -7.7% |
| 6M | -11.0% | +5.0% | -16.0% | -12.5% |
| YTD | +4.4% | -29.1% | +33.5% | +10.5% |
| 1Y | +7.4% | -26.4% | +33.8% | +12.6% |
| 3Y | +61.0% | -21.6% | +82.6% | +63.8% |
| All | +30.1% | -35.5% | +65.7% | +43.3% |
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 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