+213.3%
MCD vs NEM
+316.2%
-102.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +0.6% |
| 7D | +7.3% | +11.6% | -4.3% | +6.2% |
| 30D | +20.0% | +1.8% | +18.2% | +19.7% |
| 3M | +3.8% | +2.5% | +1.3% | +3.4% |
| 6M | +3.8% | +3.4% | +0.3% | +3.0% |
| YTD | -5.9% | +20.9% | -26.8% | -8.4% |
| 1Y | -3.2% | +37.2% | -40.4% | -7.1% |
| 3Y | +13.3% | +271.6% | -258.3% | -3.6% |
| 5Y | +25.2% | +136.6% | -111.4% | +10.4% |
| 10Y | +213.3% | +342.6% | -129.3% | +160.3% |
| All | +213.3% | +316.2% | -102.9% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling