-15.2%
MCD vs NTRA
+84.8%
-100.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -2.5% | -0.5% | -2.1% | -2.5% |
| 30D | -7.0% | +4.3% | -11.3% | -7.0% |
| 3M | -9.8% | +50.6% | -60.4% | -9.9% |
| 6M | -21.8% | +63.9% | -85.7% | -21.9% |
| YTD | -15.6% | +42.4% | -57.9% | -16.5% |
| 1Y | -15.2% | +92.1% | -107.2% | -14.8% |
| All | -15.2% | +84.8% | -100.0% | -14.8% |
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