+20.5%
MCD vs NTR
+55.5%
-35.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -2.0% | +3.8% | -5.9% | -2.2% |
| 30D | -6.1% | +25.2% | -31.4% | -7.4% |
| 3M | -7.3% | +21.0% | -28.3% | -8.3% |
| 6M | -20.9% | +7.6% | -28.5% | -21.4% |
| YTD | -14.7% | +32.9% | -47.5% | -16.4% |
| 1Y | -16.1% | +43.1% | -59.2% | -18.3% |
| 3Y | -1.5% | +41.6% | -43.1% | -4.9% |
| All | +20.5% | +55.5% | -35.0% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling