+2,064.7%
MCD vs RL
+1,498.4%
+566.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.6% | +0.4% |
| 7D | +8.0% | -4.7% | +12.7% | +8.8% |
| 30D | +19.6% | +3.6% | +16.1% | +18.9% |
| 3M | +2.2% | +0.5% | +1.6% | +2.0% |
| 6M | -1.1% | +6.6% | -7.7% | -2.5% |
| YTD | -7.2% | +8.8% | -16.1% | -9.1% |
| 1Y | -6.7% | +21.8% | -28.5% | -10.2% |
| 3Y | +11.6% | +245.8% | -234.2% | -11.2% |
| 5Y | +22.6% | +230.0% | -207.3% | -3.6% |
| 10Y | +218.4% | +369.4% | -151.0% | +123.3% |
| All | +2,064.7% | +1,498.4% | +566.4% | +1,065.5% |
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 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