+1,432.0%
MCD vs RSG
+2,259.5%
-827.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +7.3% | +2.0% | +5.3% | +6.8% |
| 30D | +20.0% | +14.2% | +5.8% | +16.4% |
| 3M | +3.8% | +15.8% | -11.9% | +0.4% |
| 6M | +3.8% | +24.6% | -20.8% | -1.3% |
| YTD | -5.9% | +18.2% | -24.1% | -9.5% |
| 1Y | -3.2% | +22.8% | -26.0% | -7.8% |
| 3Y | +13.3% | +62.4% | -49.1% | +1.4% |
| 5Y | +25.2% | +96.0% | -70.8% | +7.3% |
| 10Y | +213.3% | +448.5% | -235.2% | +121.7% |
| All | +1,432.0% | +2,259.5% | -827.5% | +751.6% |
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