+95.1%
MCD vs NTR
+82.2%
+13.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -1.9% | -0.6% | -1.4% | -1.8% |
| 30D | +16.6% | +5.4% | +11.2% | +15.5% |
| 3M | +0.9% | +7.3% | -6.4% | -0.4% |
| 6M | +1.5% | +2.2% | -0.7% | +0.8% |
| YTD | -8.3% | +18.9% | -27.2% | -12.2% |
| 1Y | -8.1% | +23.7% | -31.8% | -12.8% |
| 3Y | +10.3% | +47.5% | -37.2% | -0.5% |
| 5Y | +23.4% | +22.0% | +1.4% | +7.2% |
| All | +95.1% | +82.2% | +13.0% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling