+193.4%
MCD vs NI
+197.8%
-4.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -1.6% | +4.3% | -5.9% | -3.1% |
| 30D | +14.1% | +12.4% | +1.8% | +9.4% |
| 3M | +0.6% | +10.2% | -9.6% | -2.9% |
| 6M | 0.0% | -0.8% | +0.8% | +0.1% |
| YTD | -9.3% | +13.2% | -22.5% | -13.6% |
| 1Y | -9.3% | +10.1% | -19.4% | -12.8% |
| 3Y | +8.6% | +103.1% | -94.5% | -18.2% |
| 5Y | +21.9% | +115.5% | -93.6% | -11.8% |
| All | +193.4% | +197.8% | -4.4% | +101.1% |
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