-8.6%
MCD vs ROST
+46.7%
-55.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.1% |
| 7D | -1.6% | +0.9% | -2.4% | -1.8% |
| 30D | +16.0% | +5.1% | +10.9% | +15.0% |
| 3M | 0.0% | -4.3% | +4.2% | +0.4% |
| 6M | +0.9% | +9.4% | -8.5% | -0.4% |
| YTD | -8.7% | +32.5% | -41.2% | -12.5% |
| 1Y | -8.6% | +46.9% | -55.5% | -14.2% |
| All | -8.6% | +46.7% | -55.3% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling