+193.4%
MCD vs RRX
+200.5%
-7.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -1.6% | +4.3% | -6.0% | -2.2% |
| 30D | +14.1% | +12.3% | +1.8% | +12.0% |
| 3M | +0.6% | +3.7% | -3.0% | -0.3% |
| 6M | 0.0% | -13.9% | +13.9% | +0.6% |
| YTD | -9.3% | +26.5% | -35.7% | -15.4% |
| 1Y | -9.3% | +29.3% | -38.6% | -15.9% |
| 3Y | +8.6% | +65.6% | -56.9% | -8.5% |
| 5Y | +21.9% | +10.6% | +11.3% | +9.9% |
| All | +193.4% | +200.5% | -7.0% | +90.6% |
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