+176.9%
MCD vs NTRA
+3,199.2%
-3,022.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -1.2% | +0.2% | -1.5% | -1.3% |
| 30D | -7.8% | +4.1% | -11.9% | -8.1% |
| 3M | -10.7% | +50.0% | -60.7% | -13.7% |
| 6M | -21.3% | +67.3% | -88.6% | -24.8% |
| YTD | -15.8% | +43.6% | -59.3% | -18.7% |
| 1Y | -16.0% | +89.2% | -105.3% | -20.9% |
| 3Y | -3.0% | +502.5% | -505.5% | -18.9% |
| 5Y | +18.6% | +173.8% | -155.1% | +3.2% |
| All | +176.9% | +3,199.2% | -3,022.3% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling