+23.4%
MCD vs ROL
+14.4%
+9.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.4% |
| 3M | +0.9% | +4.5% | -3.5% | -0.3% |
| 6M | +1.5% | -26.5% | +28.0% | +8.4% |
| YTD | -8.3% | -34.8% | +26.5% | +0.2% |
| 1Y | -8.1% | -33.2% | +25.0% | -0.3% |
| 3Y | +10.3% | +4.5% | +5.9% | +7.3% |
| 5Y | +23.4% | +15.5% | +7.9% | +14.9% |
| All | +23.4% | +14.4% | +9.0% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling