-9.3%
MCD vs RCL
+25.0%
-34.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -1.6% | -1.2% | -0.5% | -1.5% |
| 30D | +14.1% | +17.8% | -3.7% | +12.7% |
| 3M | +0.6% | +4.9% | -4.3% | +0.2% |
| 6M | 0.0% | +23.7% | -23.7% | -2.2% |
| YTD | -9.3% | +17.8% | -27.1% | -11.7% |
| 1Y | -9.3% | +28.9% | -38.2% | -12.4% |
| All | -9.3% | +25.0% | -34.3% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling