+6,475.2%
MCD vs RRC
+1,414.2%
+5,061.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | +7.1% | -10.8% | +17.9% | +7.6% |
| 30D | +19.8% | +22.3% | -2.6% | +18.8% |
| 3M | +0.8% | +26.6% | -25.8% | -0.2% |
| 6M | -1.3% | +18.9% | -20.2% | -2.1% |
| YTD | -7.8% | +39.2% | -46.9% | -9.1% |
| 1Y | -5.0% | +34.0% | -38.9% | -6.2% |
| 3Y | +10.5% | +42.0% | -31.5% | +8.4% |
| 5Y | +22.0% | +111.9% | -89.9% | +16.6% |
| 10Y | +216.7% | +62.8% | +153.9% | +191.5% |
| All | +6,475.2% | +1,414.2% | +5,061.1% | +5,935.0% |
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