-5.0%
MCD vs ROP
+8.5%
-13.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | +7.1% | +2.1% | +5.0% | +6.7% |
| 30D | +19.8% | +32.9% | -13.1% | +14.2% |
| 3M | +0.8% | +20.3% | -19.5% | -2.5% |
| 6M | -1.3% | +36.8% | -38.1% | -6.2% |
| YTD | -7.8% | +8.1% | -15.9% | -9.1% |
| 1Y | -5.0% | +8.3% | -13.2% | -6.3% |
| All | -5.0% | +8.5% | -13.4% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling