+5,979.9%
MCD vs ROST
+70,186.3%
-64,206.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +0.9% | -3.8% | -3.0% |
| 30D | -6.0% | -8.9% | +2.9% | -4.7% |
| 3M | -5.6% | -0.8% | -4.8% | -5.5% |
| 6M | -21.9% | +8.5% | -30.3% | -23.0% |
| YTD | -14.7% | +28.6% | -43.3% | -18.1% |
| 1Y | -17.3% | +52.3% | -69.6% | -22.6% |
| 3Y | -2.2% | +94.8% | -97.0% | -12.3% |
| 5Y | +20.3% | +110.8% | -90.5% | +4.9% |
| 10Y | +180.7% | +304.5% | -123.8% | +120.4% |
| All | +5,979.9% | +70,186.3% | -64,206.3% | +2,456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling