+93.1%
MCD vs NTR
+81.1%
+12.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | +14.1% | +2.0% | +12.2% | +13.7% |
| 3M | +0.6% | +6.4% | -5.8% | -0.6% |
| 6M | 0.0% | +1.6% | -1.6% | -0.6% |
| YTD | -9.3% | +18.2% | -27.5% | -13.0% |
| 1Y | -9.3% | +23.9% | -33.2% | -13.9% |
| 3Y | +8.6% | +44.7% | -36.0% | -1.6% |
| 5Y | +21.9% | +21.3% | +0.6% | +6.0% |
| All | +93.1% | +81.1% | +12.0% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling