+180.0%
MCD vs ROST
+303.5%
-123.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -2.0% | +0.2% | -2.3% | -2.1% |
| 30D | -6.1% | -10.0% | +3.8% | -3.6% |
| 3M | -7.3% | +1.2% | -8.5% | -7.7% |
| 6M | -20.9% | +8.9% | -29.9% | -23.1% |
| YTD | -14.7% | +28.1% | -42.7% | -20.7% |
| 1Y | -16.1% | +53.0% | -69.1% | -25.8% |
| 3Y | -1.5% | +97.9% | -99.4% | -20.0% |
| 5Y | +20.4% | +112.0% | -91.5% | -6.6% |
| 10Y | +180.0% | +303.0% | -122.9% | +80.4% |
| All | +180.0% | +303.5% | -123.5% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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