+211.3%
MCD vs ROK
+277.6%
-66.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.0% |
| 7D | +5.9% | -11.5% | +17.5% | +8.6% |
| 30D | +19.6% | -10.0% | +29.6% | +22.1% |
| 3M | +3.3% | -11.4% | +14.7% | +5.6% |
| 6M | +3.5% | -13.7% | +17.2% | +5.9% |
| YTD | -6.1% | +1.0% | -7.2% | -8.3% |
| 1Y | -3.7% | +5.6% | -9.3% | -7.2% |
| 3Y | +13.4% | +59.1% | -45.7% | -5.8% |
| 5Y | +25.2% | +26.1% | -1.0% | +9.2% |
| 10Y | +211.3% | +266.4% | -55.2% | +103.9% |
| All | +211.3% | +277.6% | -66.4% | +103.9% |
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