-16.8%
MCD vs NI
+6.3%
-23.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.9% | +1.3% | -4.1% | -3.1% |
| 30D | -6.7% | -0.3% | -6.5% | -6.7% |
| 3M | -9.6% | -9.5% | -0.1% | -7.3% |
| 6M | -22.3% | -10.2% | -12.1% | -20.2% |
| YTD | -15.4% | +1.8% | -17.2% | -14.8% |
| 1Y | -16.8% | +5.7% | -22.5% | -16.2% |
| All | -16.8% | +6.3% | -23.1% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling