+21.6%
MCD vs RCL
+249.6%
-228.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | -5.1% | +2.3% | -2.4% |
| 30D | -6.0% | -19.0% | +13.0% | -4.5% |
| 3M | -5.6% | -9.6% | +4.0% | -5.0% |
| 6M | -21.9% | -6.7% | -15.2% | -21.7% |
| YTD | -14.7% | -3.9% | -10.8% | -15.0% |
| 1Y | -17.3% | -25.1% | +7.8% | -16.0% |
| 3Y | -2.2% | +179.1% | -181.3% | -12.6% |
| All | +21.6% | +249.6% | -228.0% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling