+1,890.7%
MCD vs RL
+1,366.2%
+524.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -1.8% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -6.0% | -7.8% | +1.7% | -4.9% |
| 3M | -5.6% | -4.0% | -1.6% | -5.1% |
| 6M | -21.9% | -1.9% | -20.0% | -22.0% |
| YTD | -14.7% | -0.2% | -14.5% | -15.3% |
| 1Y | -17.3% | +10.7% | -27.9% | -19.2% |
| 3Y | -2.2% | +210.8% | -212.9% | -20.9% |
| 5Y | +20.3% | +238.2% | -217.9% | -6.1% |
| 10Y | +180.7% | +313.4% | -132.7% | +100.8% |
| All | +1,890.7% | +1,366.2% | +524.6% | +986.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling