+193.4%
MCD vs ROP
+185.2%
+8.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -1.6% | +0.7% | -2.4% | -1.9% |
| 30D | +14.1% | +28.8% | -14.7% | +3.1% |
| 3M | +0.6% | +21.1% | -20.4% | -7.0% |
| 6M | 0.0% | +52.5% | -52.5% | -16.3% |
| YTD | -9.3% | +8.9% | -18.1% | -13.3% |
| 1Y | -9.3% | +8.2% | -17.5% | -13.1% |
| 3Y | +8.6% | -5.2% | +13.8% | +8.5% |
| 5Y | +21.9% | +1.7% | +20.2% | +16.2% |
| All | +193.4% | +185.2% | +8.2% | +104.3% |
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