-3.9%
MCD vs RNG
+179.4%
-183.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.8% | +6.5% |
| 7D | +11.9% | -9.6% | +21.4% | +12.0% |
| 30D | +20.2% | -1.4% | +21.6% | +20.2% |
| 3M | +5.2% | +28.8% | -23.6% | +4.7% |
| 6M | 0.0% | +65.6% | -65.6% | -1.1% |
| YTD | -6.5% | +171.4% | -177.9% | -8.8% |
| 1Y | -3.9% | +185.3% | -189.3% | -7.2% |
| All | -3.9% | +179.4% | -183.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling