+208.0%
RSP vs MCD
+177.7%
+30.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | -0.8% | -2.8% | +2.1% | +0.7% |
| 30D | -0.3% | -6.0% | +5.7% | +2.7% |
| 3M | +4.3% | -5.6% | +9.9% | +6.8% |
| 6M | +8.8% | -21.9% | +30.7% | +22.8% |
| YTD | +15.3% | -14.7% | +30.0% | +24.0% |
| 1Y | +18.3% | -17.3% | +35.5% | +29.0% |
| 3Y | +52.8% | -2.2% | +55.0% | +49.4% |
| 5Y | +51.7% | +20.3% | +31.4% | +30.8% |
| All | +208.0% | +177.7% | +30.3% | +96.9% |
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