+6,434.3%
MCD vs NI
+5,653.1%
+781.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | +16.6% | +11.2% | +5.4% | +13.1% |
| 3M | +0.9% | +9.2% | -8.2% | -1.6% |
| 6M | +1.5% | -1.8% | +3.3% | +1.8% |
| YTD | -8.3% | +12.0% | -20.3% | -11.5% |
| 1Y | -8.1% | +6.4% | -14.6% | -10.1% |
| 3Y | +10.3% | +99.4% | -89.0% | -10.9% |
| 5Y | +23.4% | +113.1% | -89.7% | -3.1% |
| 10Y | +205.9% | +192.3% | +13.7% | +116.5% |
| All | +6,434.3% | +5,653.1% | +781.2% | +1,775.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling