+4,440.5%
MCD vs RIG
-47.2%
+4,487.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | +5.9% | -17.0% | +23.0% | +7.0% |
| 30D | +19.6% | -6.2% | +25.8% | +19.9% |
| 3M | +3.3% | -1.7% | +5.0% | +3.1% |
| 6M | +3.5% | -19.2% | +22.7% | +4.3% |
| YTD | -6.1% | +25.2% | -31.3% | -8.1% |
| 1Y | -3.7% | +29.9% | -33.6% | -6.0% |
| 3Y | +13.4% | -21.3% | +34.7% | +11.8% |
| 5Y | +25.2% | +40.5% | -15.3% | +15.6% |
| 10Y | +211.3% | -49.6% | +260.8% | +169.9% |
| All | +4,440.5% | -47.2% | +4,487.6% | +3,907.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling