+1,673.8%
MCD vs NRG
+1,589.2%
+84.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -2.4% |
| 7D | -2.8% | +7.1% | -9.9% | -3.7% |
| 30D | -6.0% | -1.4% | -4.6% | -6.0% |
| 3M | -5.6% | -10.5% | +4.9% | -4.9% |
| 6M | -21.9% | -26.7% | +4.9% | -19.5% |
| YTD | -14.7% | -24.5% | +9.8% | -12.8% |
| 1Y | -17.3% | -18.6% | +1.3% | -16.7% |
| 3Y | -2.2% | +227.1% | -229.3% | -24.1% |
| 5Y | +20.3% | +198.8% | -178.5% | -6.8% |
| 10Y | +180.7% | +1,122.3% | -941.6% | +70.6% |
| All | +1,673.8% | +1,589.2% | +84.6% | +940.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling