+181.3%
MCD vs NI
+136.8%
+44.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -2.9% | +1.3% | -4.1% | -3.3% |
| 30D | -6.7% | -0.3% | -6.5% | -6.7% |
| 3M | -9.6% | -9.5% | -0.1% | -6.4% |
| 6M | -22.3% | -10.2% | -12.1% | -19.4% |
| YTD | -15.4% | +1.8% | -17.2% | -16.3% |
| 1Y | -16.8% | +5.7% | -22.5% | -18.9% |
| 3Y | -2.4% | +69.6% | -72.0% | -21.4% |
| 5Y | +19.4% | +95.8% | -76.4% | -10.4% |
| 10Y | +181.3% | +145.1% | +36.2% | +101.0% |
| All | +181.3% | +136.8% | +44.5% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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