+5,979.9%
MCD vs RVTY
+2,416.7%
+3,563.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | -5.6% | +27.2% | -32.8% | -9.0% |
| 6M | -21.9% | +32.4% | -54.3% | -25.4% |
| YTD | -14.7% | +34.9% | -49.6% | -19.0% |
| 1Y | -17.3% | +52.4% | -69.6% | -23.0% |
| 3Y | -2.2% | +12.3% | -14.4% | -6.4% |
| 5Y | +20.3% | -30.8% | +51.1% | +22.1% |
| 10Y | +180.7% | +150.7% | +30.0% | +134.2% |
| All | +5,979.9% | +2,416.7% | +3,563.2% | +2,680.8% |
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