+176.9%
MCD vs NRG
+1,083.9%
-907.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -1.2% | -4.7% | +3.4% | -0.7% |
| 30D | -7.8% | -6.0% | -1.8% | -7.2% |
| 3M | -10.7% | -8.0% | -2.7% | -10.5% |
| 6M | -21.3% | -23.2% | +1.9% | -19.6% |
| YTD | -15.8% | -28.1% | +12.3% | -13.5% |
| 1Y | -16.0% | -27.3% | +11.2% | -14.3% |
| 3Y | -3.0% | +208.7% | -211.6% | -28.8% |
| 5Y | +18.6% | +197.7% | -179.0% | -14.3% |
| All | +176.9% | +1,083.9% | -907.0% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling