+6,609.6%
MCD vs RVTY
+2,976.2%
+3,633.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +7.3% | -2.7% | +10.0% | +7.6% |
| 30D | +20.0% | +3.2% | +16.7% | +19.2% |
| 3M | +3.8% | +37.2% | -33.4% | -1.1% |
| 6M | +3.8% | +57.7% | -53.9% | -3.4% |
| YTD | -5.9% | +64.8% | -70.7% | -13.4% |
| 1Y | -3.2% | +72.8% | -76.1% | -11.7% |
| 3Y | +13.3% | +89.8% | -76.5% | +0.5% |
| 5Y | +25.2% | -8.4% | +33.7% | +21.8% |
| 10Y | +213.3% | +219.5% | -6.1% | +152.0% |
| All | +6,609.6% | +2,976.2% | +3,633.4% | +2,872.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling