-16.1%
MCD vs RKT
-31.9%
+15.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -2.0% | +6.0% | -8.0% | -2.2% |
| 30D | -6.1% | +0.7% | -6.8% | -6.2% |
| 3M | -7.3% | +11.8% | -19.1% | -7.7% |
| 6M | -20.9% | -7.6% | -13.3% | -20.8% |
| YTD | -14.7% | -28.7% | +14.0% | -14.1% |
| 1Y | -16.1% | -32.6% | +16.5% | -17.0% |
| All | -16.1% | -31.9% | +15.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling