+20.4%
MCD vs RRX
+19.7%
+0.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -2.0% | +4.3% | -6.3% | -2.2% |
| 30D | -6.1% | -8.0% | +1.9% | -5.8% |
| 3M | -7.3% | -22.0% | +14.8% | -6.6% |
| 6M | -20.9% | -11.9% | -9.0% | -21.2% |
| YTD | -14.7% | +17.1% | -31.8% | -16.6% |
| 1Y | -16.1% | +14.9% | -31.0% | -18.1% |
| 3Y | -1.5% | +6.9% | -8.4% | -4.0% |
| 5Y | +20.4% | +19.6% | +0.9% | +17.0% |
| All | +20.4% | +19.7% | +0.7% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling