+6,609.6%
MCD vs ROK
+14,499.9%
-7,890.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | +7.3% | -11.0% | +18.3% | +9.8% |
| 30D | +20.0% | -8.2% | +28.1% | +21.8% |
| 3M | +3.8% | -8.5% | +12.3% | +5.4% |
| 6M | +3.8% | -12.0% | +15.7% | +5.7% |
| YTD | -5.9% | +3.1% | -8.9% | -8.1% |
| 1Y | -3.2% | +2.9% | -6.1% | -5.5% |
| 3Y | +13.3% | +60.7% | -47.4% | -2.8% |
| 5Y | +25.2% | +29.5% | -4.2% | +10.8% |
| 10Y | +213.3% | +262.6% | -49.3% | +111.7% |
| All | +6,609.6% | +14,499.9% | -7,890.4% | +1,438.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling