+307.8%
MCD vs RNG
+328.0%
-20.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +7.3% | -6.0% | +13.3% | +7.7% |
| 30D | +20.0% | -7.4% | +27.3% | +20.4% |
| 3M | +3.8% | +14.6% | -10.8% | +2.7% |
| 6M | +3.8% | +61.5% | -57.8% | 0.0% |
| YTD | -5.9% | +155.7% | -161.5% | -12.7% |
| 1Y | -3.2% | +172.5% | -175.7% | -10.7% |
| 3Y | +13.3% | +168.0% | -154.7% | +3.0% |
| 5Y | +25.2% | -73.8% | +99.0% | +33.0% |
| 10Y | +213.3% | +240.3% | -26.9% | +164.7% |
| All | +307.8% | +328.0% | -20.3% | +232.9% |
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