+11.4%
MCD vs NI
+93.2%
-81.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +7.1% | -0.9% | +8.1% | +7.4% |
| 30D | +19.8% | +9.6% | +10.1% | +17.0% |
| 3M | +0.8% | +2.5% | -1.7% | +0.1% |
| 6M | -1.3% | -5.8% | +4.5% | +0.1% |
| YTD | -7.8% | +8.6% | -16.3% | -9.7% |
| 1Y | -5.0% | +6.0% | -10.9% | -6.4% |
| All | +11.4% | +93.2% | -81.9% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling