+205.9%
MCD vs RRC
+72.2%
+133.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -1.9% | -0.5% | -1.5% | -1.9% |
| 30D | +16.6% | +25.2% | -8.6% | +15.4% |
| 3M | +0.9% | +27.8% | -26.9% | -0.2% |
| 6M | +1.5% | +27.2% | -25.8% | +0.3% |
| YTD | -8.3% | +48.2% | -56.5% | -10.1% |
| 1Y | -8.1% | +34.7% | -42.8% | -9.5% |
| 3Y | +10.3% | +62.2% | -51.9% | +7.2% |
| 5Y | +23.4% | +130.9% | -107.5% | +16.4% |
| 10Y | +205.9% | +73.4% | +132.5% | +162.5% |
| All | +205.9% | +72.2% | +133.7% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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