+211.3%
MCD vs ROP
+189.6%
+21.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +5.9% | -1.6% | +7.6% | +6.7% |
| 30D | +19.6% | +29.5% | -9.9% | +7.8% |
| 3M | +3.3% | +17.5% | -14.3% | -3.5% |
| 6M | +3.5% | +38.1% | -34.6% | -9.9% |
| YTD | -6.1% | +7.0% | -13.1% | -9.6% |
| 1Y | -3.7% | +6.5% | -10.2% | -7.2% |
| 3Y | +13.4% | -5.5% | +18.8% | +13.3% |
| 5Y | +25.2% | -0.4% | +25.5% | +20.3% |
| 10Y | +211.3% | +183.6% | +27.7% | +120.2% |
| All | +211.3% | +189.6% | +21.6% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling