-3.9%
MCD vs RDW
+9.7%
-13.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.5% | +6.4% |
| 7D | +11.9% | -14.3% | +26.2% | +11.6% |
| 30D | +20.2% | -26.0% | +46.2% | +19.8% |
| 3M | +5.2% | -27.4% | +32.5% | +4.8% |
| 6M | 0.0% | -10.6% | +10.7% | -0.3% |
| YTD | -6.5% | +1.6% | -8.1% | -8.0% |
| 1Y | -3.9% | +11.1% | -15.0% | -6.1% |
| All | -3.9% | +9.7% | -13.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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