-3.9%
MCD vs ROK
+25.3%
-29.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +6.5% |
| 7D | +11.9% | 0.0% | +11.8% | +11.9% |
| 30D | +20.2% | -2.5% | +22.7% | +20.1% |
| 3M | +5.2% | 0.0% | +5.2% | +5.3% |
| 6M | 0.0% | +11.6% | -11.6% | -0.2% |
| YTD | -6.5% | +15.2% | -21.7% | -6.7% |
| 1Y | -3.9% | +25.0% | -28.9% | -5.3% |
| All | -3.9% | +25.3% | -29.2% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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