-17.3%
MCD vs NRG
-18.6%
+1.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -1.1% |
| 7D | -2.8% | +7.1% | -9.9% | -2.4% |
| 30D | -6.0% | -1.4% | -4.6% | -6.0% |
| 3M | -5.6% | -10.5% | +4.9% | -6.1% |
| 6M | -21.9% | -26.7% | +4.9% | -22.9% |
| YTD | -14.7% | -24.5% | +9.8% | -15.5% |
| 1Y | -17.3% | -18.6% | +1.3% | -17.4% |
| All | -17.3% | -18.6% | +1.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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