-1.5%
MCD vs RSG
+55.3%
-56.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -6.1% | +3.3% | -9.4% | -7.3% |
| 3M | -7.3% | +8.5% | -15.7% | -10.2% |
| 6M | -20.9% | -3.5% | -17.4% | -19.9% |
| YTD | -14.7% | +5.5% | -20.2% | -16.9% |
| 1Y | -16.1% | -1.7% | -14.4% | -15.9% |
| 3Y | -1.5% | +56.9% | -58.4% | -22.4% |
| All | -1.5% | +55.3% | -56.8% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling