+40.2%
MCD vs RDW
+5.0%
+35.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | 0.0% |
| 7D | -2.0% | +9.5% | -11.5% | -2.1% |
| 30D | -6.1% | -17.4% | +11.2% | -6.0% |
| 3M | -7.3% | -39.5% | +32.3% | -6.8% |
| 6M | -20.9% | +31.3% | -52.3% | -21.7% |
| YTD | -14.7% | +47.8% | -62.4% | -15.9% |
| 1Y | -16.1% | +33.8% | -50.0% | -17.5% |
| 3Y | -1.5% | +262.3% | -263.8% | -6.5% |
| 5Y | +20.4% | -5.7% | +26.2% | +14.3% |
| All | +40.2% | +5.0% | +35.3% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling