+5,979.9%
MCD vs ROL
+9,030.3%
-3,050.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.8% | -1.4% | -1.4% | -2.5% |
| 30D | -6.0% | -4.1% | -1.9% | -5.2% |
| 3M | -5.6% | -22.5% | +16.9% | -0.5% |
| 6M | -21.9% | -37.7% | +15.8% | -13.9% |
| YTD | -14.7% | -39.6% | +24.9% | -5.7% |
| 1Y | -17.3% | -36.0% | +18.8% | -9.8% |
| 3Y | -2.2% | -5.1% | +3.0% | -2.4% |
| 5Y | +20.3% | -3.4% | +23.7% | +18.0% |
| 10Y | +180.7% | +215.2% | -34.5% | +115.4% |
| All | +5,979.9% | +9,030.3% | -3,050.4% | +2,336.7% |
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