+57.5%
MCD vs NET
+1,381.0%
-1,323.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +6.6% |
| 7D | +11.9% | -16.4% | +28.2% | +12.4% |
| 30D | +20.2% | -25.8% | +46.1% | +21.2% |
| 3M | +5.2% | -11.5% | +16.7% | +5.3% |
| 6M | 0.0% | +18.9% | -18.9% | -1.1% |
| YTD | -6.5% | +35.2% | -41.7% | -8.2% |
| 1Y | -3.9% | +14.5% | -18.4% | -5.1% |
| 3Y | +12.5% | +313.8% | -301.4% | +3.7% |
| 5Y | +24.2% | +32.6% | -8.4% | +18.5% |
| All | +57.5% | +1,381.0% | -1,323.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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