+13.4%
MCD vs RCL
+265.0%
-251.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.6% |
| 7D | +5.9% | +5.0% | +1.0% | +5.6% |
| 30D | +19.6% | +19.4% | +0.3% | +18.3% |
| 3M | +3.3% | +5.9% | -2.7% | +2.8% |
| 6M | +3.5% | +23.8% | -20.3% | +1.9% |
| YTD | -6.1% | +22.8% | -28.9% | -7.8% |
| 1Y | -3.7% | +34.3% | -37.9% | -5.8% |
| 3Y | +13.4% | +276.4% | -263.1% | +1.5% |
| All | +13.4% | +265.0% | -251.6% | +1.5% |
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