+211.3%
MCD vs RCL
+396.5%
-185.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.4% |
| 7D | +5.9% | +5.0% | +1.0% | +5.3% |
| 30D | +19.6% | +19.4% | +0.3% | +17.1% |
| 3M | +3.3% | +5.9% | -2.7% | +2.4% |
| 6M | +3.5% | +23.8% | -20.3% | +0.4% |
| YTD | -6.1% | +22.8% | -28.9% | -9.5% |
| 1Y | -3.7% | +34.3% | -37.9% | -8.2% |
| 3Y | +13.4% | +276.4% | -263.1% | -7.7% |
| 5Y | +25.2% | +281.6% | -256.4% | -1.4% |
| 10Y | +211.3% | +379.0% | -167.8% | +108.2% |
| All | +211.3% | +396.5% | -185.3% | +108.2% |
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