+20.4%
MCD vs RNG
-70.8%
+91.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -6.1% | +11.4% | -17.5% | -6.5% |
| 3M | -7.3% | +72.1% | -79.3% | -9.3% |
| 6M | -20.9% | +67.9% | -88.9% | -22.8% |
| YTD | -14.7% | +144.3% | -159.0% | -18.3% |
| 1Y | -16.1% | +117.5% | -133.6% | -19.3% |
| 3Y | -1.5% | +123.9% | -125.4% | -6.4% |
| 5Y | +20.4% | -70.1% | +90.5% | +23.4% |
| All | +20.4% | -70.8% | +91.2% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling