+5,979.9%
MCD vs NEM
+487.7%
+5,492.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.5% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -6.0% | +23.1% | -29.1% | -6.8% |
| 3M | -5.6% | +18.5% | -24.1% | -6.3% |
| 6M | -21.9% | +7.8% | -29.6% | -22.2% |
| YTD | -14.7% | +29.1% | -43.8% | -15.8% |
| 1Y | -17.3% | +72.7% | -89.9% | -19.3% |
| 3Y | -2.2% | +248.7% | -250.9% | -7.3% |
| 5Y | +20.3% | +148.7% | -128.4% | +14.8% |
| 10Y | +180.7% | +304.8% | -124.1% | +162.9% |
| All | +5,979.9% | +487.7% | +5,492.2% | +5,557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling