+22.7%
MCD vs ROP
+1.1%
+21.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | +7.1% | +2.1% | +5.0% | +6.5% |
| 30D | +19.8% | +32.9% | -13.1% | +10.0% |
| 3M | +0.8% | +20.0% | -19.2% | -4.7% |
| 6M | -1.3% | +36.4% | -37.7% | -10.5% |
| YTD | -7.8% | +7.8% | -15.6% | -9.9% |
| 1Y | -5.0% | +8.0% | -12.9% | -7.2% |
| 3Y | +10.5% | -3.5% | +14.0% | +10.7% |
| All | +22.7% | +1.1% | +21.6% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling