+211.7%
MCD vs ROL
+216.1%
-4.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.1% |
| 7D | +7.1% | +9.5% | -2.4% | +4.3% |
| 30D | +19.8% | +22.9% | -3.2% | +12.7% |
| 3M | +0.8% | +3.5% | -2.7% | -0.4% |
| 6M | -1.3% | -29.4% | +28.1% | +8.6% |
| YTD | -7.8% | -36.1% | +28.3% | +4.0% |
| 1Y | -5.0% | -34.4% | +29.4% | +6.3% |
| 3Y | +10.5% | +4.0% | +6.5% | +6.4% |
| 5Y | +22.0% | +13.2% | +8.7% | +11.8% |
| All | +211.7% | +216.1% | -4.5% | +110.8% |
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