+45.5%
MCD vs RKT
-7.0%
+52.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -2.8% | +2.1% | -4.9% | -2.9% |
| 30D | -6.0% | +1.4% | -7.5% | -6.1% |
| 3M | -5.6% | +6.3% | -11.9% | -6.0% |
| 6M | -21.9% | -15.5% | -6.4% | -21.6% |
| YTD | -14.7% | -27.4% | +12.7% | -14.1% |
| 1Y | -17.3% | -26.6% | +9.3% | -16.8% |
| 3Y | -2.2% | +41.2% | -43.4% | -5.4% |
| 5Y | +20.3% | -6.4% | +26.7% | +16.2% |
| All | +45.5% | -7.0% | +52.6% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling