+5,979.9%
MCD vs ROK
+15,847.2%
-9,867.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -6.0% | -3.3% | -2.7% | -5.4% |
| 3M | -5.6% | -5.9% | +0.3% | -4.7% |
| 6M | -21.9% | +13.9% | -35.7% | -24.8% |
| YTD | -14.7% | +12.6% | -27.3% | -17.9% |
| 1Y | -17.3% | +28.6% | -45.9% | -23.0% |
| 3Y | -2.2% | +45.1% | -47.3% | -13.7% |
| 5Y | +20.3% | +45.6% | -25.3% | +4.0% |
| 10Y | +180.7% | +345.0% | -164.3% | +81.9% |
| All | +5,979.9% | +15,847.2% | -9,867.3% | +1,272.9% |
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 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