+1,992.3%
RSG vs MKC
+932.7%
+1,059.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | 0.0% | -4.3% | +4.3% | +1.4% |
| 30D | +3.7% | -3.1% | +6.8% | +4.6% |
| 3M | +6.2% | +6.8% | -0.7% | +3.7% |
| 6M | -2.8% | -18.3% | +15.6% | +3.0% |
| YTD | +5.9% | -23.1% | +28.9% | +13.8% |
| 1Y | -1.8% | -23.7% | +21.9% | +5.7% |
| 3Y | +57.5% | -31.0% | +88.5% | +72.4% |
| 5Y | +91.1% | -33.5% | +124.6% | +109.1% |
| 10Y | +428.1% | +30.3% | +397.8% | +355.7% |
| All | +1,992.3% | +932.7% | +1,059.5% | +1,063.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling