+1,288.2%
MCD vs RSG
+2,015.2%
-727.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -6.0% | +7.6% | -13.6% | -7.6% |
| 3M | -5.6% | +7.4% | -13.0% | -7.1% |
| 6M | -21.9% | -3.3% | -18.6% | -21.4% |
| YTD | -14.7% | +6.0% | -20.7% | -16.0% |
| 1Y | -17.3% | -3.7% | -13.6% | -16.8% |
| 3Y | -2.2% | +59.1% | -61.3% | -12.0% |
| 5Y | +20.3% | +89.0% | -68.7% | +4.0% |
| 10Y | +180.7% | +412.5% | -231.8% | +102.2% |
| All | +1,288.2% | +2,015.2% | -727.0% | +691.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling