+21.6%
MCD vs RL
+238.1%
-216.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 3M | -5.6% | -4.0% | -1.6% | -5.2% |
| 6M | -21.9% | -1.9% | -20.0% | -21.9% |
| YTD | -14.7% | -0.2% | -14.5% | -15.0% |
| 1Y | -17.3% | +10.7% | -27.9% | -18.5% |
| 3Y | -2.2% | +210.8% | -212.9% | -17.4% |
| All | +21.6% | +238.1% | -216.5% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling