+22.7%
MCD vs RRC
+110.6%
-87.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.5% |
| 7D | +7.1% | -10.8% | +17.9% | +7.4% |
| 30D | +19.8% | +22.3% | -2.6% | +19.1% |
| 3M | +0.8% | +26.6% | -25.8% | +0.1% |
| 6M | -1.3% | +18.9% | -20.2% | -1.9% |
| YTD | -7.8% | +39.2% | -46.9% | -8.7% |
| 1Y | -5.0% | +34.0% | -38.9% | -5.8% |
| 3Y | +10.5% | +42.0% | -31.5% | +8.9% |
| All | +22.7% | +110.6% | -87.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling