+12.0%
MCD vs NET
+314.6%
-302.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.6% | +9.1% | +6.5% |
| 7D | +11.9% | -16.4% | +28.2% | +11.6% |
| 30D | +20.2% | -25.8% | +46.1% | +19.9% |
| 3M | +5.2% | -11.5% | +16.7% | +5.1% |
| 6M | 0.0% | +18.9% | -18.9% | +0.2% |
| YTD | -6.5% | +35.2% | -41.7% | -6.1% |
| 1Y | -3.9% | +14.5% | -18.4% | -3.5% |
| All | +12.0% | +314.6% | -302.6% | +8.4% |
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