-1.5%
MCD vs NET
+339.9%
-341.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.4% | -1.5% |
| 7D | -2.8% | -7.0% | +4.1% | -2.9% |
| 30D | -6.0% | -4.8% | -1.2% | -6.0% |
| 3M | -5.6% | +3.8% | -9.4% | -5.6% |
| 6M | -21.9% | +50.0% | -71.9% | -21.8% |
| YTD | -14.7% | +41.5% | -56.2% | -14.6% |
| 1Y | -17.3% | +32.8% | -50.1% | -17.2% |
| All | -1.5% | +339.9% | -341.5% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling