-2.6%
MCD vs RGTI
+669.7%
-672.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.9% |
| 7D | -2.9% | +2.5% | -5.4% | -2.9% |
| 30D | -6.7% | -13.7% | +6.9% | -6.7% |
| 3M | -9.6% | -22.6% | +13.0% | -9.5% |
| 6M | -22.3% | -13.4% | -8.9% | -22.4% |
| YTD | -15.4% | -31.2% | +15.8% | -15.5% |
| 1Y | -16.8% | -7.6% | -9.2% | -17.1% |
| All | -2.6% | +669.7% | -672.3% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling