+56.5%
RSG vs MKC
-31.4%
+87.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | +4.0% | -3.1% | +7.1% | +4.6% |
| 3M | +7.4% | +5.2% | +2.2% | +6.4% |
| 6M | +0.1% | -12.8% | +12.9% | +2.1% |
| YTD | +6.0% | -23.3% | +29.3% | +10.4% |
| 1Y | -3.0% | -24.1% | +21.1% | +1.1% |
| 3Y | +56.5% | -32.1% | +88.6% | +56.4% |
| All | +56.5% | -31.4% | +87.9% | +56.4% |
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