-5.0%
MCD vs RVTY
+69.5%
-74.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -0.5% |
| 7D | +7.1% | -1.2% | +8.3% | +7.1% |
| 30D | +19.8% | +1.0% | +18.7% | +19.7% |
| 3M | +0.8% | +35.8% | -35.0% | +0.7% |
| 6M | -1.3% | +56.7% | -58.0% | -1.8% |
| YTD | -7.8% | +60.7% | -68.5% | -9.5% |
| 1Y | -5.0% | +73.7% | -78.6% | -9.7% |
| All | -5.0% | +69.5% | -74.4% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling