-1.5%
MCD vs RL
+212.5%
-214.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -1.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.8% |
| 30D | -6.0% | -7.8% | +1.7% | -5.5% |
| 3M | -5.6% | -4.0% | -1.6% | -5.3% |
| 6M | -21.9% | -1.9% | -20.0% | -21.8% |
| YTD | -14.7% | -0.2% | -14.5% | -14.8% |
| 1Y | -17.3% | +10.7% | -27.9% | -17.9% |
| All | -1.5% | +212.5% | -214.0% | -12.9% |
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