+180.0%
MCD vs ROK
+342.8%
-162.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -2.0% | +2.8% | -4.8% | -2.7% |
| 30D | -6.1% | -2.4% | -3.7% | -5.6% |
| 3M | -7.3% | -4.7% | -2.6% | -6.7% |
| 6M | -20.9% | +16.8% | -37.7% | -24.7% |
| YTD | -14.7% | +11.4% | -26.0% | -18.1% |
| 1Y | -16.1% | +26.2% | -42.3% | -22.3% |
| 3Y | -1.5% | +51.9% | -53.4% | -16.1% |
| 5Y | +20.4% | +46.4% | -25.9% | +1.1% |
| 10Y | +180.0% | +343.5% | -163.5% | +60.4% |
| All | +180.0% | +342.8% | -162.8% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling