+180.0%
MCD vs RIG
-42.7%
+222.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.1% |
| 7D | -2.0% | -2.7% | +0.7% | -1.9% |
| 30D | -6.1% | +9.5% | -15.6% | -6.6% |
| 3M | -7.3% | -6.6% | -0.6% | -7.1% |
| 6M | -20.9% | -2.9% | -18.1% | -21.1% |
| YTD | -14.7% | +39.5% | -54.1% | -16.4% |
| 1Y | -16.1% | +82.3% | -98.4% | -19.0% |
| 3Y | -1.5% | -29.6% | +28.1% | -1.8% |
| 5Y | +20.4% | +63.2% | -42.7% | +11.9% |
| 10Y | +180.0% | -45.0% | +225.0% | +133.4% |
| All | +180.0% | -42.7% | +222.7% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RIG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling