+193.4%
MCD vs ROK
+264.0%
-70.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | +7.1% | -8.7% | -3.2% |
| 30D | +14.1% | -5.0% | +19.1% | +15.0% |
| 3M | +0.6% | -9.4% | +10.0% | +2.4% |
| 6M | 0.0% | -11.0% | +11.0% | +1.6% |
| YTD | -9.3% | +4.4% | -13.7% | -12.1% |
| 1Y | -9.3% | +7.4% | -16.7% | -12.9% |
| 3Y | +8.6% | +61.0% | -52.4% | -9.9% |
| 5Y | +21.9% | +30.4% | -8.5% | +5.5% |
| All | +193.4% | +264.0% | -70.5% | +87.8% |
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