+215.7%
RSP vs MCD
+204.7%
+10.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +2.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.6% |
| 30D | +4.4% | +16.6% | -12.2% | -3.4% |
| 3M | +1.3% | +0.9% | +0.3% | +0.4% |
| 6M | +10.0% | +1.5% | +8.5% | +8.3% |
| YTD | +17.6% | -8.3% | +25.9% | +21.7% |
| 1Y | +19.2% | -8.1% | +27.4% | +23.1% |
| 3Y | +66.0% | +10.3% | +55.7% | +52.0% |
| 5Y | +50.4% | +23.4% | +27.0% | +28.2% |
| 10Y | +215.7% | +205.9% | +9.7% | +102.6% |
| All | +215.7% | +204.7% | +10.9% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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