+40.2%
MCD vs ROIV
+232.7%
-192.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -2.8% | +0.6% | -3.5% | -2.8% |
| 30D | -6.0% | +1.0% | -7.0% | -6.1% |
| 3M | -5.6% | +18.3% | -23.9% | -6.1% |
| 6M | -21.9% | +18.3% | -40.2% | -22.3% |
| YTD | -14.7% | +61.0% | -75.7% | -16.0% |
| 1Y | -17.3% | +177.9% | -195.1% | -19.7% |
| 3Y | -2.2% | +199.1% | -201.2% | -5.6% |
| 5Y | +20.3% | +250.7% | -230.4% | +13.8% |
| All | +40.2% | +232.7% | -192.4% | +33.9% |
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