+6,475.2%
MCD vs NEM
+454.8%
+6,020.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +7.1% | +13.4% | -6.3% | +6.6% |
| 30D | +19.8% | +6.5% | +13.3% | +19.5% |
| 3M | +0.8% | +14.9% | -14.1% | +0.2% |
| 6M | -1.3% | +5.5% | -6.8% | -1.7% |
| YTD | -7.8% | +21.9% | -29.6% | -8.7% |
| 1Y | -5.0% | +47.9% | -52.8% | -6.7% |
| 3Y | +10.5% | +238.2% | -227.6% | +4.8% |
| 5Y | +22.0% | +146.2% | -124.2% | +16.4% |
| 10Y | +216.7% | +309.3% | -92.7% | +196.7% |
| All | +6,475.2% | +454.8% | +6,020.4% | +6,029.0% |
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