+6,609.6%
MCD vs RRX
+4,334.9%
+2,274.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +7.3% | 0.0% | +7.3% | +7.1% |
| 30D | +20.0% | +9.0% | +10.9% | +17.9% |
| 3M | +3.8% | +4.0% | -0.2% | +2.7% |
| 6M | +3.8% | -15.7% | +19.5% | +4.8% |
| YTD | -5.9% | +29.0% | -34.9% | -12.1% |
| 1Y | -3.2% | +35.2% | -38.5% | -10.5% |
| 3Y | +13.3% | +67.7% | -54.4% | -2.2% |
| 5Y | +25.2% | +14.9% | +10.3% | +12.9% |
| 10Y | +213.3% | +216.8% | -3.5% | +129.4% |
| All | +6,609.6% | +4,334.9% | +2,274.6% | +3,186.1% |
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