+111.1%
ROST vs MKC
-33.9%
+145.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.5% | -2.8% | +0.3% | -1.9% |
| 30D | -10.3% | -3.4% | -6.9% | -9.7% |
| 3M | -2.6% | +3.8% | -6.4% | -3.5% |
| 6M | +6.5% | -17.9% | +24.5% | +10.6% |
| YTD | +25.9% | -23.6% | +49.5% | +32.6% |
| 1Y | +52.3% | -23.1% | +75.4% | +59.9% |
| 3Y | +94.6% | -31.5% | +126.1% | +108.9% |
| 5Y | +111.1% | -33.1% | +144.2% | +118.6% |
| All | +111.1% | -33.9% | +145.0% | +118.6% |
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