-2.6%
MCD vs NRG
+208.6%
-211.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -1.0% |
| 7D | -2.9% | +3.9% | -6.7% | -2.7% |
| 30D | -6.7% | -3.0% | -3.8% | -6.8% |
| 3M | -9.6% | -10.9% | +1.4% | -9.8% |
| 6M | -22.3% | -25.3% | +3.0% | -22.8% |
| YTD | -15.4% | -26.8% | +11.4% | -16.0% |
| 1Y | -16.8% | -23.3% | +6.5% | -17.2% |
| All | -2.6% | +208.6% | -211.2% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling