+4,655.7%
MCD vs ROP
+25,523.2%
-20,867.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.0% |
| 7D | -2.8% | -4.4% | +1.6% | -2.1% |
| 30D | -6.0% | +3.2% | -9.3% | -6.5% |
| 3M | -5.6% | +23.1% | -28.6% | -8.7% |
| 6M | -21.9% | +13.3% | -35.2% | -23.5% |
| YTD | -14.7% | -7.9% | -6.8% | -14.0% |
| 1Y | -17.3% | -22.1% | +4.8% | -14.5% |
| 3Y | -2.2% | -16.8% | +14.7% | -0.1% |
| 5Y | +20.3% | -13.5% | +33.8% | +21.6% |
| 10Y | +180.7% | +137.7% | +43.0% | +148.4% |
| All | +4,655.7% | +25,523.2% | -20,867.5% | +3,159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling