+22.7%
MCD vs RIG
+44.4%
-21.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.6% |
| 7D | +7.1% | -24.5% | +31.6% | +7.5% |
| 30D | +19.8% | -2.8% | +22.6% | +19.7% |
| 3M | +0.8% | +1.6% | -0.7% | +0.6% |
| 6M | -1.3% | -15.9% | +14.6% | -1.2% |
| YTD | -7.8% | +26.9% | -34.6% | -8.6% |
| 1Y | -5.0% | +34.4% | -39.3% | -5.9% |
| 3Y | +10.5% | -21.2% | +31.8% | +9.7% |
| All | +22.7% | +44.4% | -21.6% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling