-3.9%
MCD vs NEM
+50.9%
-54.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.9% | -3.4% | +6.1% |
| 7D | +11.9% | +3.7% | +8.2% | +11.5% |
| 30D | +20.2% | +2.0% | +18.3% | +19.9% |
| 3M | +5.2% | +21.1% | -15.9% | +4.7% |
| 6M | 0.0% | +9.5% | -9.5% | -0.4% |
| YTD | -6.5% | +19.1% | -25.6% | -7.2% |
| 1Y | -3.9% | +51.1% | -55.0% | -4.6% |
| All | -3.9% | +50.9% | -54.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling