+20.4%
MCD vs NI
+100.2%
-79.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -2.0% | +2.3% | -4.3% | -2.7% |
| 30D | -6.1% | -1.7% | -4.5% | -5.7% |
| 3M | -7.3% | -8.0% | +0.7% | -5.1% |
| 6M | -20.9% | -8.6% | -12.3% | -19.0% |
| YTD | -14.7% | +2.3% | -17.0% | -15.4% |
| 1Y | -16.1% | +6.9% | -23.1% | -18.1% |
| 3Y | -1.5% | +70.6% | -72.1% | -18.0% |
| 5Y | +20.4% | +96.4% | -75.9% | -4.8% |
| All | +20.4% | +100.2% | -79.8% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling