+22.6%
MCD vs RRC
+132.2%
-109.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | -1.6% | +2.5% | -4.1% | -1.6% |
| 30D | +16.0% | +21.1% | -5.1% | +15.4% |
| 3M | 0.0% | +28.4% | -28.4% | -0.8% |
| 6M | +0.9% | +26.5% | -25.5% | +0.2% |
| YTD | -8.7% | +47.0% | -55.7% | -9.8% |
| 1Y | -8.6% | +35.2% | -43.8% | -9.4% |
| 3Y | +9.9% | +61.0% | -51.1% | +7.7% |
| 5Y | +22.6% | +133.6% | -111.0% | +22.3% |
| All | +22.6% | +132.2% | -109.6% | +22.3% |
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