+1,120.4%
RSP vs MCD
+2,942.3%
-1,821.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -1.4% | +8.0% | -9.5% | -5.5% |
| 30D | +2.1% | +19.6% | -17.5% | -7.4% |
| 3M | -0.9% | +2.2% | -3.1% | -2.5% |
| 6M | +7.5% | -1.1% | +8.7% | +7.3% |
| YTD | +14.6% | -7.2% | +21.8% | +18.0% |
| 1Y | +17.6% | -6.7% | +24.3% | +20.6% |
| 3Y | +60.8% | +11.6% | +49.2% | +46.4% |
| 5Y | +46.1% | +22.6% | +23.5% | +25.4% |
| 10Y | +221.4% | +218.4% | +3.0% | +57.5% |
| All | +1,120.4% | +2,942.3% | -1,821.9% | +165.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling