-17.3%
MCD vs NTRA
+96.0%
-113.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -2.8% |
| 30D | -6.0% | +19.5% | -25.5% | -5.9% |
| 3M | -5.6% | +47.8% | -53.3% | -5.9% |
| 6M | -21.9% | +61.6% | -83.5% | -22.2% |
| YTD | -14.7% | +43.3% | -58.0% | -15.7% |
| 1Y | -17.3% | +97.0% | -114.3% | -18.4% |
| All | -17.3% | +96.0% | -113.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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