-16.8%
MCD vs RNG
+116.0%
-132.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -2.9% | -4.1% | +1.2% | -2.8% |
| 30D | -6.7% | +8.6% | -15.4% | -6.8% |
| 3M | -9.6% | +78.0% | -87.5% | -10.1% |
| 6M | -22.3% | +67.0% | -89.3% | -22.9% |
| YTD | -15.4% | +142.4% | -157.9% | -16.9% |
| 1Y | -16.8% | +120.4% | -137.3% | -18.4% |
| All | -16.8% | +116.0% | -132.8% | -18.4% |
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