+23.4%
MCD vs RGTI
+53.1%
-29.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -7.0% | -16.2% | +9.2% | -7.0% |
| 3M | -9.8% | -22.0% | +12.2% | -9.7% |
| 6M | -21.8% | -10.8% | -11.0% | -21.8% |
| YTD | -15.6% | -31.6% | +16.0% | -15.6% |
| 1Y | -15.2% | -6.4% | -8.8% | -15.4% |
| 3Y | -2.6% | +665.7% | -668.2% | -5.5% |
| 5Y | +18.9% | +55.6% | -36.8% | +18.2% |
| All | +23.4% | +53.1% | -29.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 10y: compounded portfolio wealth divided by compounded RGTI 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…
10y analysis · Full analysis span regression · 6 months rolling