+6,609.6%
MCD vs ROL
+9,732.8%
-3,123.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +7.3% | +3.4% | +3.9% | +6.5% |
| 30D | +20.0% | +20.8% | -0.8% | +15.3% |
| 3M | +3.8% | +3.7% | +0.1% | +2.9% |
| 6M | +3.8% | -27.7% | +31.4% | +10.6% |
| YTD | -5.9% | -34.9% | +29.1% | +2.3% |
| 1Y | -3.2% | -33.3% | +30.1% | +4.6% |
| 3Y | +13.3% | +4.3% | +9.0% | +10.9% |
| 5Y | +25.2% | +15.0% | +10.3% | +18.8% |
| 10Y | +213.3% | +214.7% | -1.3% | +139.9% |
| All | +6,609.6% | +9,732.8% | -3,123.3% | +2,544.3% |
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