+6,511.4%
MCD vs ROL
+9,768.6%
-3,257.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +8.0% | +11.7% | -3.7% | +5.5% |
| 30D | +19.6% | +27.7% | -8.1% | +13.6% |
| 3M | +2.2% | +3.7% | -1.5% | +1.3% |
| 6M | -1.1% | -27.8% | +26.6% | +5.4% |
| YTD | -7.2% | -34.7% | +27.4% | +0.7% |
| 1Y | -6.7% | -34.1% | +27.4% | +1.1% |
| 3Y | +11.6% | +5.9% | +5.7% | +8.9% |
| 5Y | +22.6% | +15.6% | +7.0% | +16.2% |
| 10Y | +218.4% | +226.5% | -8.1% | +142.1% |
| All | +6,511.4% | +9,768.6% | -3,257.3% | +2,503.7% |
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 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