+5,979.9%
MCD vs RRX
+3,904.5%
+2,075.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +3.4% | -6.3% | -3.3% |
| 30D | -6.0% | -11.1% | +5.1% | -4.4% |
| 3M | -5.6% | -23.7% | +18.1% | -2.5% |
| 6M | -21.9% | -22.0% | +0.1% | -20.2% |
| YTD | -14.7% | +16.5% | -31.2% | -18.7% |
| 1Y | -17.3% | +11.5% | -28.8% | -20.9% |
| 3Y | -2.2% | +1.5% | -3.7% | -8.0% |
| 5Y | +20.3% | +18.3% | +2.0% | +7.9% |
| 10Y | +180.7% | +209.8% | -29.1% | +106.8% |
| All | +5,979.9% | +3,904.5% | +2,075.4% | +2,938.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling