+6,609.6%
MCD vs RRC
+1,491.2%
+5,118.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.6% | +0.1% |
| 7D | +7.3% | -5.2% | +12.5% | +7.5% |
| 30D | +20.0% | +25.2% | -5.3% | +18.9% |
| 3M | +3.8% | +27.4% | -23.6% | +2.8% |
| 6M | +3.8% | +27.0% | -23.2% | +2.7% |
| YTD | -5.9% | +46.3% | -52.1% | -7.4% |
| 1Y | -3.2% | +37.1% | -40.3% | -4.6% |
| 3Y | +13.3% | +60.2% | -46.9% | +10.5% |
| 5Y | +25.2% | +136.6% | -111.4% | +19.2% |
| 10Y | +213.3% | +68.8% | +144.5% | +188.1% |
| All | +6,609.6% | +1,491.2% | +5,118.3% | +6,047.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling