+1,786.7%
MCD vs NRG
+1,284.9%
+501.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -1.6% | +10.0% | -11.6% | -2.9% |
| 30D | +14.1% | -3.2% | +17.4% | +14.1% |
| 3M | +0.6% | -18.5% | +19.1% | +2.6% |
| 6M | 0.0% | -25.3% | +25.3% | +2.4% |
| YTD | -9.3% | -38.1% | +28.9% | -5.4% |
| 1Y | -9.3% | -40.7% | +31.4% | -5.0% |
| 3Y | +8.6% | +121.8% | -113.1% | -11.2% |
| 5Y | +21.9% | +209.2% | -187.3% | -7.2% |
| 10Y | +202.8% | +981.4% | -778.6% | +86.4% |
| All | +1,786.7% | +1,284.9% | +501.8% | +1,028.5% |
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