+20.4%
MCD vs RSG
+91.5%
-71.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.4% |
| 3M | -7.3% | +8.5% | -15.7% | -10.4% |
| 6M | -20.9% | -3.5% | -17.4% | -20.0% |
| YTD | -14.7% | +5.5% | -20.2% | -17.0% |
| 1Y | -16.1% | -1.7% | -14.4% | -15.9% |
| 3Y | -1.5% | +56.9% | -58.4% | -19.7% |
| 5Y | +20.4% | +89.4% | -68.9% | -9.0% |
| All | +20.4% | +91.5% | -71.1% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling