+1.9%
MCD vs RDDT
+109.5%
-107.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -1.6% | +3.5% | -5.2% | -1.6% |
| 30D | +14.1% | -33.7% | +47.9% | +13.5% |
| 3M | +0.6% | -37.7% | +38.3% | 0.0% |
| 6M | 0.0% | -36.1% | +36.1% | -0.4% |
| YTD | -9.3% | -57.2% | +47.9% | -10.1% |
| 1Y | -9.3% | -48.0% | +38.7% | -9.8% |
| All | +1.9% | +109.5% | -107.5% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling