+269.5%
MCD vs RNG
+327.7%
-58.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.3% |
| 7D | -2.8% | +5.8% | -8.6% | -3.2% |
| 30D | -6.0% | +19.6% | -25.6% | -7.1% |
| 3M | -5.6% | +67.0% | -72.6% | -8.9% |
| 6M | -21.9% | +88.4% | -110.2% | -25.5% |
| YTD | -14.7% | +155.5% | -170.2% | -20.8% |
| 1Y | -17.3% | +141.7% | -158.9% | -23.0% |
| 3Y | -2.2% | +131.1% | -133.2% | -10.1% |
| 5Y | +20.3% | -70.6% | +90.9% | +26.2% |
| 10Y | +180.7% | +228.2% | -47.5% | +137.9% |
| All | +269.5% | +327.7% | -58.2% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling