+6,475.2%
MCD vs ROL
+9,562.4%
-3,087.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | +7.1% | +9.5% | -2.4% | +5.1% |
| 30D | +19.8% | +22.9% | -3.2% | +14.7% |
| 3M | +0.8% | +3.5% | -2.7% | -0.1% |
| 6M | -1.3% | -29.4% | +28.1% | +5.8% |
| YTD | -7.8% | -36.1% | +28.3% | +0.6% |
| 1Y | -5.0% | -34.4% | +29.4% | +3.1% |
| 3Y | +10.5% | +4.0% | +6.5% | +8.3% |
| 5Y | +22.0% | +13.2% | +8.7% | +16.0% |
| 10Y | +216.7% | +219.7% | -3.0% | +141.9% |
| All | +6,475.2% | +9,562.4% | -3,087.2% | +2,500.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling