-17.3%
MCD vs NTR
+43.1%
-60.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.5% |
| 7D | -2.8% | +8.1% | -10.9% | -2.8% |
| 30D | -6.0% | +18.8% | -24.8% | -6.0% |
| 3M | -5.6% | +16.2% | -21.8% | -5.6% |
| 6M | -21.9% | +9.8% | -31.6% | -21.8% |
| YTD | -14.7% | +30.9% | -45.6% | -14.9% |
| 1Y | -17.3% | +41.8% | -59.0% | -17.8% |
| All | -17.3% | +43.1% | -60.3% | -17.8% |
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