+177.5%
MCD vs RSG
+425.0%
-247.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -1.6% |
| 30D | -7.0% | +2.8% | -9.8% | -8.4% |
| 3M | -9.8% | +4.3% | -14.1% | -12.0% |
| 6M | -21.8% | -0.5% | -21.2% | -21.9% |
| YTD | -15.6% | +5.2% | -20.8% | -18.5% |
| 1Y | -15.2% | -2.1% | -13.0% | -14.8% |
| 3Y | -2.6% | +56.5% | -59.1% | -26.1% |
| 5Y | +18.9% | +89.5% | -70.6% | -21.1% |
| All | +177.5% | +425.0% | -247.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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