-3.9%
MCD vs RDDT
-48.8%
+44.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.0% | +0.6% | +6.6% |
| 7D | +11.9% | -24.4% | +36.2% | +11.6% |
| 30D | +20.2% | -32.3% | +52.5% | +19.9% |
| 3M | +5.2% | -36.3% | +41.5% | +4.9% |
| 6M | 0.0% | -39.7% | +39.7% | -0.4% |
| YTD | -6.5% | -55.7% | +49.2% | -5.6% |
| 1Y | -3.9% | -45.7% | +41.8% | -4.5% |
| All | -3.9% | -48.8% | +44.9% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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