+211.3%
MCD vs ROL
+222.1%
-10.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.2% |
| 7D | +5.9% | +7.5% | -1.6% | +3.7% |
| 30D | +19.6% | +21.1% | -1.5% | +13.0% |
| 3M | +3.3% | +3.1% | +0.1% | +2.1% |
| 6M | +3.5% | -27.4% | +30.9% | +13.0% |
| YTD | -6.1% | -34.7% | +28.6% | +5.2% |
| 1Y | -3.7% | -32.9% | +29.3% | +7.0% |
| 3Y | +13.4% | +6.1% | +7.2% | +8.5% |
| 5Y | +25.2% | +16.3% | +8.8% | +13.8% |
| 10Y | +211.3% | +214.9% | -3.6% | +113.2% |
| All | +211.3% | +222.1% | -10.8% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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