+195.2%
MCD vs RRX
+207.5%
-12.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.6% | +12.6% | -14.2% | -3.2% |
| 30D | +16.0% | +10.6% | +5.5% | +14.1% |
| 3M | 0.0% | +4.6% | -4.7% | -1.1% |
| 6M | +0.9% | -13.6% | +14.6% | +1.6% |
| YTD | -8.7% | +29.4% | -38.1% | -15.1% |
| 1Y | -8.6% | +31.9% | -40.5% | -15.4% |
| 3Y | +9.9% | +68.3% | -58.4% | -7.6% |
| 5Y | +22.6% | +13.2% | +9.4% | +10.3% |
| All | +195.2% | +207.5% | -12.3% | +91.2% |
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