+211.3%
MCD vs RIG
-46.5%
+257.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.8% |
| 7D | +5.9% | -17.0% | +23.0% | +6.7% |
| 30D | +19.6% | -6.2% | +25.8% | +19.8% |
| 3M | +3.3% | -1.7% | +5.0% | +3.1% |
| 6M | +3.5% | -19.2% | +22.7% | +4.1% |
| YTD | -6.1% | +25.2% | -31.3% | -7.8% |
| 1Y | -3.7% | +29.9% | -33.6% | -5.6% |
| 3Y | +13.4% | -21.3% | +34.7% | +12.2% |
| 5Y | +25.2% | +40.5% | -15.3% | +17.1% |
| 10Y | +211.3% | -49.6% | +260.8% | +165.6% |
| All | +211.3% | -46.5% | +257.7% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling