+205.9%
MCD vs RCL
+368.0%
-162.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.4% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | +16.6% | +19.4% | -2.8% | +14.1% |
| 3M | +0.9% | +9.8% | -8.8% | -0.3% |
| 6M | +1.5% | +28.6% | -27.2% | -2.0% |
| YTD | -8.3% | +22.2% | -30.5% | -11.5% |
| 1Y | -8.1% | +29.7% | -37.9% | -12.1% |
| 3Y | +10.3% | +265.3% | -255.0% | -9.8% |
| 5Y | +23.4% | +301.8% | -278.3% | -3.5% |
| 10Y | +205.9% | +360.5% | -154.5% | +105.6% |
| All | +205.9% | +368.0% | -162.0% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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