+48.4%
RSP vs MCD
+21.9%
+26.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.4% | -1.6% | +4.0% | +3.0% |
| 30D | +4.3% | +14.1% | -9.8% | -0.9% |
| 3M | -0.3% | +0.6% | -0.9% | -0.8% |
| 6M | +9.8% | 0.0% | +9.8% | +9.3% |
| YTD | +16.8% | -9.3% | +26.1% | +20.7% |
| 1Y | +19.5% | -9.3% | +28.8% | +23.4% |
| 3Y | +65.1% | +8.6% | +56.5% | +52.6% |
| All | +48.4% | +21.9% | +26.5% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling