+420.8%
RSG vs MKC
+29.9%
+391.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | +4.0% | -3.1% | +7.1% | +5.0% |
| 3M | +7.4% | +5.2% | +2.2% | +5.4% |
| 6M | +0.1% | -12.8% | +12.9% | +4.1% |
| YTD | +6.0% | -23.3% | +29.3% | +14.5% |
| 1Y | -3.0% | -24.1% | +21.1% | +4.9% |
| 3Y | +56.5% | -32.1% | +88.6% | +73.6% |
| 5Y | +90.9% | -32.8% | +123.7% | +109.1% |
| All | +420.8% | +29.9% | +391.0% | +365.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling