+10.5%
MCD vs RCL
+266.4%
-255.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | +7.1% | +6.5% | +0.6% | +6.7% |
| 30D | +19.8% | +15.9% | +3.9% | +18.7% |
| 3M | +0.8% | +2.7% | -1.9% | +0.5% |
| 6M | -1.3% | +15.2% | -16.5% | -2.4% |
| YTD | -7.8% | +19.2% | -27.0% | -9.2% |
| 1Y | -5.0% | +31.6% | -36.6% | -6.9% |
| 3Y | +10.5% | +274.2% | -263.6% | -0.3% |
| All | +10.5% | +266.4% | -255.8% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling