-1.2%
MCD vs NEM
+254.1%
-255.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.4% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -6.0% | +23.1% | -29.1% | -6.9% |
| 3M | -5.6% | +18.5% | -24.1% | -6.4% |
| 6M | -21.9% | +7.8% | -29.6% | -22.3% |
| YTD | -14.7% | +29.1% | -43.8% | -16.2% |
| 1Y | -17.3% | +72.7% | -89.9% | -20.6% |
| All | -1.2% | +254.1% | -255.3% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling