+8.6%
MCD vs RIG
-16.1%
+24.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.6% |
| 7D | -1.6% | +5.7% | -7.4% | -1.6% |
| 30D | +14.1% | -0.7% | +14.8% | +14.0% |
| 3M | +0.6% | -3.1% | +3.8% | +0.5% |
| 6M | 0.0% | -16.3% | +16.3% | +0.1% |
| YTD | -9.3% | +34.1% | -43.4% | -9.9% |
| 1Y | -9.3% | +38.2% | -47.5% | -10.0% |
| 3Y | +8.6% | -15.3% | +23.9% | +6.0% |
| All | +8.6% | -16.1% | +24.7% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling