-3.2%
MCD vs ROIV
+104.3%
-107.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +7.3% | +14.3% | -7.0% | +6.7% |
| 30D | +20.0% | +16.2% | +3.7% | +19.3% |
| 3M | +3.8% | +15.1% | -11.3% | +3.2% |
| 6M | +3.8% | +44.2% | -40.5% | +1.9% |
| YTD | -5.9% | +89.8% | -95.7% | -9.0% |
| 1Y | -3.2% | +94.6% | -97.8% | -6.6% |
| All | -3.2% | +104.3% | -107.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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