+4,549.2%
MCD vs RCL
+5,591.8%
-1,042.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.4% |
| 7D | +8.0% | +3.9% | +4.1% | +7.5% |
| 30D | +19.6% | +11.8% | +7.9% | +17.9% |
| 3M | +2.2% | -0.8% | +3.0% | +2.1% |
| 6M | -1.1% | +23.6% | -24.8% | -4.3% |
| YTD | -7.2% | +17.6% | -24.9% | -10.2% |
| 1Y | -6.7% | +28.3% | -35.0% | -10.8% |
| 3Y | +11.6% | +261.4% | -249.9% | -8.9% |
| 5Y | +22.6% | +245.3% | -222.7% | -2.9% |
| 10Y | +218.4% | +381.8% | -163.4% | +116.9% |
| All | +4,549.2% | +5,591.8% | -1,042.6% | +1,882.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling