+6,609.6%
MCD vs NI
+5,620.3%
+989.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +7.3% | +1.5% | +5.8% | +6.8% |
| 30D | +20.0% | +11.9% | +8.1% | +16.1% |
| 3M | +3.8% | +9.1% | -5.3% | +1.2% |
| 6M | +3.8% | -1.8% | +5.5% | +4.1% |
| YTD | -5.9% | +11.4% | -17.2% | -9.0% |
| 1Y | -3.2% | +6.4% | -9.6% | -5.3% |
| 3Y | +13.3% | +98.2% | -85.0% | -8.3% |
| 5Y | +25.2% | +110.1% | -84.8% | -1.3% |
| 10Y | +213.3% | +189.0% | +24.4% | +122.4% |
| All | +6,609.6% | +5,620.3% | +989.3% | +1,829.3% |
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