+178.1%
MCD vs RVTY
+149.2%
+28.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -6.0% | +13.2% | -19.2% | -8.3% |
| 3M | -5.6% | +27.2% | -32.8% | -10.2% |
| 6M | -21.9% | +32.4% | -54.3% | -26.6% |
| YTD | -14.7% | +34.9% | -49.6% | -20.6% |
| 1Y | -17.3% | +52.4% | -69.6% | -25.3% |
| 3Y | -2.2% | +12.3% | -14.4% | -7.6% |
| 5Y | +20.3% | -30.8% | +51.1% | +27.1% |
| All | +178.1% | +149.2% | +28.9% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling