-3.9%
MCD vs NTR
+36.7%
-40.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.6% | +6.4% |
| 7D | +11.9% | +4.3% | +7.5% | +11.7% |
| 30D | +20.2% | +2.6% | +17.7% | +20.1% |
| 3M | +5.2% | +8.5% | -3.4% | +5.1% |
| 6M | 0.0% | -3.3% | +3.4% | -0.2% |
| YTD | -6.5% | +19.6% | -26.1% | -7.1% |
| 1Y | -3.9% | +37.6% | -41.5% | -4.6% |
| All | -3.9% | +36.7% | -40.6% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling