+20.8%
MCD vs NRG
+206.1%
-185.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -1.6% | +10.0% | -11.6% | -1.6% |
| 30D | +14.1% | -3.2% | +17.4% | +14.2% |
| 3M | +0.6% | -18.5% | +19.1% | +0.8% |
| 6M | 0.0% | -25.3% | +25.3% | +0.1% |
| YTD | -9.3% | -38.1% | +28.9% | -8.9% |
| 1Y | -9.3% | -40.7% | +31.4% | -8.8% |
| 3Y | +8.6% | +121.8% | -113.1% | -5.9% |
| All | +20.8% | +206.1% | -185.3% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling