+9.7%
MCD vs RRC
+60.0%
-50.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.6% |
| 7D | -1.9% | -0.5% | -1.5% | -1.9% |
| 30D | +16.6% | +25.2% | -8.6% | +16.5% |
| 3M | +0.9% | +27.8% | -26.9% | +0.9% |
| 6M | +1.5% | +27.2% | -25.8% | +1.4% |
| YTD | -8.3% | +48.2% | -56.5% | -8.3% |
| 1Y | -8.1% | +34.7% | -42.8% | -8.2% |
| All | +9.7% | +60.0% | -50.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling