+205.9%
MCD vs ROP
+183.0%
+22.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | -1.9% | -2.9% | +1.0% | -0.8% |
| 30D | +16.6% | +30.1% | -13.4% | +4.9% |
| 3M | +0.9% | +19.9% | -18.9% | -6.4% |
| 6M | +1.5% | +46.0% | -44.5% | -13.6% |
| YTD | -8.3% | +8.4% | -16.7% | -12.2% |
| 1Y | -8.1% | +8.8% | -16.9% | -12.2% |
| 3Y | +10.3% | -5.6% | +16.0% | +10.4% |
| 5Y | +23.4% | +3.0% | +20.4% | +16.9% |
| 10Y | +205.9% | +184.0% | +21.9% | +113.1% |
| All | +205.9% | +183.0% | +22.9% | +113.1% |
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