+18.1%
RRX vs MKC
-33.0%
+51.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -0.3% | -1.5% | +1.1% | -0.1% |
| 30D | -6.1% | -3.1% | -3.0% | -5.7% |
| 3M | -23.1% | +5.2% | -28.2% | -24.3% |
| 6M | -19.5% | -12.8% | -6.7% | -17.1% |
| YTD | +16.1% | -23.3% | +39.4% | +23.2% |
| 1Y | +12.9% | -24.1% | +37.0% | +20.0% |
| 3Y | +7.9% | -32.1% | +40.0% | +17.4% |
| All | +18.1% | -33.0% | +51.1% | +22.5% |
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