+1,621.2%
MCD vs NDAQ
+2,327.9%
-706.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.2% |
| 7D | -2.8% | -2.4% | -0.4% | -2.4% |
| 30D | -6.0% | +2.5% | -8.5% | -6.5% |
| 3M | -5.6% | +9.9% | -15.5% | -7.4% |
| 6M | -21.9% | +9.4% | -31.3% | -23.4% |
| YTD | -14.7% | +0.4% | -15.1% | -15.2% |
| 1Y | -17.3% | +4.0% | -21.3% | -18.4% |
| 3Y | -2.2% | +94.4% | -96.5% | -15.0% |
| 5Y | +20.3% | +56.7% | -36.4% | +7.9% |
| 10Y | +180.7% | +375.3% | -194.6% | +106.2% |
| All | +1,621.2% | +2,327.9% | -706.7% | +884.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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