+210.3%
RSP vs MCD
+202.6%
+7.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +1.8% | -1.6% | +3.4% | +2.6% |
| 30D | +3.5% | +16.0% | -12.6% | -4.1% |
| 3M | +0.2% | 0.0% | +0.3% | -0.1% |
| 6M | +9.1% | +0.9% | +8.2% | +7.8% |
| YTD | +16.6% | -8.7% | +25.3% | +20.9% |
| 1Y | +17.9% | -8.6% | +26.5% | +22.0% |
| 3Y | +64.6% | +9.9% | +54.8% | +51.0% |
| 5Y | +48.4% | +22.6% | +25.8% | +26.9% |
| All | +210.3% | +202.6% | +7.7% | +103.3% |
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