+10.5%
MCD vs ROL
+3.8%
+6.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | 0.0% |
| 7D | +7.1% | +9.5% | -2.4% | +4.6% |
| 30D | +19.8% | +22.9% | -3.2% | +13.6% |
| 3M | +0.8% | +3.5% | -2.7% | -0.4% |
| 6M | -1.3% | -29.4% | +28.1% | +6.5% |
| YTD | -7.8% | -36.1% | +28.3% | +1.0% |
| 1Y | -5.0% | -34.4% | +29.4% | +3.2% |
| 3Y | +10.5% | +4.0% | +6.5% | +2.7% |
| All | +10.5% | +3.8% | +6.7% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling