+181.3%
MCD vs RRX
+210.7%
-29.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -2.9% | -0.7% | -2.1% | -2.8% |
| 30D | -6.7% | -8.0% | +1.2% | -5.7% |
| 3M | -9.6% | -25.1% | +15.5% | -6.6% |
| 6M | -22.3% | -18.3% | -4.0% | -21.5% |
| YTD | -15.4% | +14.2% | -29.6% | -19.7% |
| 1Y | -16.8% | +13.0% | -29.8% | -21.2% |
| 3Y | -2.4% | +4.2% | -6.6% | -9.2% |
| 5Y | +19.4% | +17.9% | +1.5% | +4.1% |
| 10Y | +181.3% | +220.4% | -39.1% | +78.7% |
| All | +181.3% | +210.7% | -29.4% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling