+13.4%
MCD vs RL
+254.6%
-241.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.1% | +1.3% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | +19.6% | +7.3% | +12.3% | +18.9% |
| 3M | +3.3% | +1.0% | +2.2% | +3.0% |
| 6M | +3.5% | +11.8% | -8.3% | +2.5% |
| YTD | -6.1% | +13.6% | -19.7% | -7.2% |
| 1Y | -3.7% | +24.0% | -27.7% | -5.2% |
| 3Y | +13.4% | +256.6% | -243.2% | +5.5% |
| All | +13.4% | +254.6% | -241.2% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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