+96.0%
ROST vs MKC
-31.2%
+127.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -2.2% | -4.3% | +2.1% | -1.7% |
| 30D | -11.4% | -3.1% | -8.3% | -11.1% |
| 3M | -1.6% | +6.8% | -8.5% | -2.5% |
| 6M | +6.8% | -18.3% | +25.2% | +9.9% |
| YTD | +25.8% | -23.1% | +48.9% | +30.5% |
| 1Y | +52.4% | -23.7% | +76.1% | +58.1% |
| All | +96.0% | -31.2% | +127.1% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling