-8.1%
MCD vs ROL
-33.3%
+25.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | +16.6% | +20.6% | -4.0% | +11.7% |
| 3M | +0.9% | +4.5% | -3.5% | -0.7% |
| 6M | +1.5% | -26.5% | +28.0% | +4.8% |
| YTD | -8.3% | -34.8% | +26.5% | -8.2% |
| 1Y | -8.1% | -33.2% | +25.0% | -8.4% |
| All | -8.1% | -33.3% | +25.2% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling