+213.3%
MCD vs RCL
+381.8%
-168.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +7.3% | +8.5% | -1.2% | +6.2% |
| 30D | +20.0% | +20.4% | -0.4% | +17.3% |
| 3M | +3.8% | +11.0% | -7.2% | +2.4% |
| 6M | +3.8% | +24.9% | -21.1% | +0.5% |
| YTD | -5.9% | +23.9% | -29.7% | -9.3% |
| 1Y | -3.2% | +30.8% | -34.1% | -7.5% |
| 3Y | +13.3% | +270.4% | -257.1% | -7.5% |
| 5Y | +25.2% | +296.1% | -270.9% | -1.8% |
| 10Y | +213.3% | +375.0% | -161.7% | +109.6% |
| All | +213.3% | +381.8% | -168.5% | +109.6% |
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