+205.9%
MCD vs ROL
+214.5%
-8.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -1.9% | +0.8% | -2.7% | -2.2% |
| 30D | +16.6% | +20.6% | -4.0% | +10.3% |
| 3M | +0.9% | +4.5% | -3.5% | -0.5% |
| 6M | +1.5% | -26.5% | +28.0% | +10.4% |
| YTD | -8.3% | -34.8% | +26.5% | +2.8% |
| 1Y | -8.1% | -33.2% | +25.0% | +2.2% |
| 3Y | +10.3% | +4.5% | +5.9% | +6.1% |
| 5Y | +23.4% | +15.5% | +7.9% | +12.5% |
| 10Y | +205.9% | +217.2% | -11.3% | +112.3% |
| All | +205.9% | +214.5% | -8.6% | +112.3% |
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