+61.0%
RSP vs MCD
+10.9%
+50.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -1.0% | +7.1% | -8.2% | -2.6% |
| 30D | +2.6% | +19.8% | -17.2% | -1.7% |
| 3M | -0.8% | +0.8% | -1.6% | -1.1% |
| 6M | +6.3% | -1.3% | +7.6% | +6.3% |
| YTD | +14.1% | -7.8% | +21.9% | +16.1% |
| 1Y | +18.0% | -5.0% | +23.0% | +19.0% |
| 3Y | +61.0% | +10.5% | +50.5% | +53.3% |
| All | +61.0% | +10.9% | +50.1% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling