+15,187.3%
ROK vs MKC
+3,364.7%
+11,822.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +2.8% | -4.3% | +7.1% | +4.1% |
| 30D | -2.4% | -2.0% | -0.4% | -2.0% |
| 3M | -4.7% | +10.0% | -14.7% | -7.9% |
| 6M | +16.8% | -18.5% | +35.3% | +22.6% |
| YTD | +11.4% | -22.4% | +33.8% | +18.0% |
| 1Y | +26.2% | -23.6% | +49.8% | +33.9% |
| 3Y | +51.9% | -30.4% | +82.3% | +63.3% |
| 5Y | +46.4% | -34.2% | +80.6% | +58.3% |
| 10Y | +343.5% | +26.8% | +316.7% | +282.9% |
| All | +15,187.3% | +3,364.7% | +11,822.5% | +7,211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling