+1,761.4%
MCD vs NDAQ
+2,593.6%
-832.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +7.1% | +0.8% | +6.3% | +7.0% |
| 30D | +19.8% | +16.5% | +3.2% | +16.3% |
| 3M | +0.8% | +13.5% | -12.7% | -1.7% |
| 6M | -1.3% | +20.9% | -22.2% | -5.0% |
| YTD | -7.8% | +11.4% | -19.2% | -10.2% |
| 1Y | -5.0% | +25.9% | -30.9% | -9.6% |
| 3Y | +10.5% | +119.9% | -109.3% | -6.2% |
| 5Y | +22.0% | +61.7% | -39.8% | +8.7% |
| 10Y | +216.7% | +481.6% | -264.9% | +124.6% |
| All | +1,761.4% | +2,593.6% | -832.2% | +943.7% |
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