+52.5%
MCD vs ROIV
+248.8%
-196.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.7% |
| 7D | +8.0% | -2.4% | +10.4% | +8.1% |
| 30D | +19.6% | +3.1% | +16.5% | +19.5% |
| 3M | +2.2% | +5.8% | -3.6% | +2.0% |
| 6M | -1.1% | +29.3% | -30.4% | -2.0% |
| YTD | -7.2% | +68.8% | -76.0% | -8.8% |
| 1Y | -6.7% | +81.0% | -87.7% | -8.4% |
| 3Y | +11.6% | +294.6% | -283.0% | +7.1% |
| 5Y | +22.6% | +373.1% | -350.5% | +14.3% |
| All | +52.5% | +248.8% | -196.3% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling