+1,376.6%
MCD vs RSG
+2,310.6%
-934.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +2.5% | -4.1% | -2.2% |
| 30D | +14.1% | +12.7% | +1.4% | +11.1% |
| 3M | +0.6% | +17.9% | -17.3% | -3.1% |
| 6M | 0.0% | +25.0% | -25.0% | -5.0% |
| YTD | -9.3% | +20.8% | -30.1% | -13.2% |
| 1Y | -9.3% | +24.3% | -33.6% | -13.8% |
| 3Y | +8.6% | +65.3% | -56.6% | -3.2% |
| 5Y | +21.9% | +99.1% | -77.2% | +4.1% |
| 10Y | +202.8% | +452.4% | -249.6% | +113.7% |
| All | +1,376.6% | +2,310.6% | -934.0% | +716.7% |
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